Statistical inference in the multinomial multiperiod probit model

Journal of Econometrics

Volumn 80, Issue 1, 1997, Pages 125-165

  Geweke, John F ^a   Keane, Michael P ^a   Runkle, David E ^b  

^a UNIVERSITY OF MINNESOTA   (United States)

^b FEDERAL RESERVE BANK OF MINNEAPOLIS   (United States)

Author keywords

Bayesian inference; Discrete choice; Gibbs sampling; Method of simulated moments; Panel data; Simulated maximum likelihood

Indexed keywords

EID: 0004905601     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(97)00005-5     Document Type: Article

References (19)

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