-
1
-
-
1142306713
-
Simulation-based inference in dynamic panel probit models: An application to health
-
(in press)
-
Contoyannis P, Jones AM, Rice N. Simulation-based inference in dynamic panel probit models: an application to health. Empirical Econ (in press).
-
Empirical Econ.
-
-
Contoyannis, P.1
Jones, A.M.2
Rice, N.3
-
2
-
-
0002275462
-
Statistical models for discrete panel data
-
Manski CF, McFadden D (eds). MIT Press: Cambridge Mass
-
Heckman J. Statistical models for discrete panel data. In Structural Analysis of discrete data with econometric applications, Manski CF, McFadden D (eds). MIT Press: Cambridge Mass., 1981; 114-178.
-
(1981)
Structural Analysis of Discrete Data With Econometric Applications
, pp. 114-178
-
-
Heckman, J.1
-
3
-
-
0010747012
-
Fixed and random effects in nonlinear models
-
[19 August]
-
Greene W. Fixed and random effects in nonlinear models. http://www.stern.nyu.edu/~wgreene [19 August 2002]
-
(2002)
-
-
Greene, W.1
-
4
-
-
0000538422
-
A computationally efficient quadrature procedure for the one-factor multinomial probit model
-
Butler J, Moffitt R. A computationally efficient quadrature procedure for the one-factor multinomial probit model. Econometrica 1982; 50: 761-764.
-
(1982)
Econometrica
, vol.50
, pp. 761-764
-
-
Butler, J.1
Moffitt, R.2
-
5
-
-
0003688821
-
Modelling individual choice: The econometrics of corners, kinks and holes. Appendix 3 - Computation of Probability Integrals
-
Blackwell: Oxford
-
Pudney S. Modelling individual choice: The econometrics of corners, kinks and holes. Appendix 3 - Computation of Probability Integrals. Blackwell: Oxford, 1989.
-
(1989)
-
-
Pudney, S.1
-
6
-
-
0034889991
-
A discrete random effects probit model with application to the demand for preventive care
-
Deb P. A discrete random effects probit model with application to the demand for preventive care. Health Econ 2001; 10: 371-383.
-
(2001)
Health Econ.
, vol.10
, pp. 371-383
-
-
Deb, P.1
-
7
-
-
0000159540
-
A method of minimizing the distributional impact in econometric models for duration data
-
Heckman JJ, Singer B. A method of minimizing the distributional impact in econometric models for duration data. Econometrica 1984; 52: 271-280.
-
(1984)
Econometrica
, vol.52
, pp. 271-280
-
-
Heckman, J.J.1
Singer, B.2
-
8
-
-
84862686880
-
Analysis of covariance with qualitative data
-
Chamberlain G. Analysis of covariance with qualitative data. Rev Econ Studies 1980; 47: 225-238.
-
(1980)
Rev. Econ. Studies
, vol.47
, pp. 225-238
-
-
Chamberlain, G.1
-
9
-
-
70350118398
-
Panel data
-
Griliches Z, Intrilligator M. (eds). Elsevier: Amsterdam
-
Chamberlain G. Panel data. In Handbook of Econometrics vol 1, Griliches Z, Intrilligator M. (eds). Elsevier: Amsterdam, 1984; 1247-1318.
-
(1984)
Handbook of Econometrics
, vol.1
, pp. 1247-1318
-
-
Chamberlain, G.1
-
10
-
-
0010410971
-
The initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity
-
Mimeo, Michigan State University
-
Wooldridge JM. The initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity. Mimeo, Michigan State University, 2000.
-
(2000)
-
-
Wooldridge, J.M.1
-
11
-
-
0002073593
-
On the asymptotic properties of estimators of models containing limited dependent variables
-
Robinson P. On the asymptotic properties of estimators of models containing limited dependent variables. Econometrica 1982; 50: 27-41.
-
(1982)
Econometrica
, vol.50
, pp. 27-41
-
-
Robinson, P.1
-
13
-
-
0001353597
-
On the use of simulated frequencies to approximate choice probabilities
-
Manski CF, McFadden D. (eds). MIT Press: Cambridge Mass
-
Lerman S, Manski C. On the use of simulated frequencies to approximate choice probabilities. In Structural Analysis of discrete data with econometric applications, Manski CF, McFadden D. (eds). MIT Press: Cambridge Mass., 1981; 305-319.
-
(1981)
Structural Analysis of Discrete Data With Econometric Applications
, pp. 305-319
-
-
Lerman, S.1
Manski, C.2
-
14
-
-
0040235763
-
Some practical issues in maximum simulated likelihood
-
Mariano R, Schuermann T, Weeks MJ. (eds). Cambridge University Press: Cambridge
-
Hajivassiliou V. Some practical issues in maximum simulated likelihood. In Simulation-Based inference in econometrics: Methods and Applications. Mariano R, Schuermann T, Weeks MJ. (eds). Cambridge University Press: Cambridge, 2000; 71-99.
-
(2000)
Simulation-Based Inference in Econometrics: Methods and Applications
, pp. 71-99
-
-
Hajivassiliou, V.1
-
15
-
-
70350225597
-
Classical Estimation methods using simulation
-
Engle R, McFadden D. (eds). Elsevier: Amsterdam
-
Hajivassiliou V, Ruud P. Classical Estimation methods using simulation. In Handbook of Econometrics vol 4, Engle R, McFadden D. (eds). Elsevier: Amsterdam, 1994; 2383-2441.
-
(1994)
Handbook of Econometrics
, vol.4
, pp. 2383-2441
-
-
Hajivassiliou, V.1
Ruud, P.2
-
16
-
-
0001063444
-
Simulated maximum likelihood estimation of dynamic discrete choice statistical models
-
Lee L-F. Simulated maximum likelihood estimation of dynamic discrete choice statistical models. J Econ 1997; 82: 1-35.
-
(1997)
J. Econ.
, vol.82
, pp. 1-35
-
-
Lee, L.-F.1
-
17
-
-
0000883977
-
A method of simulated moments for estimation of discrete response models without numerical integration
-
McFadden D. A method of simulated moments for estimation of discrete response models without numerical integration. Econometrica 1989; 57:995-1026.
-
(1989)
Econometrica
, vol.57
, pp. 995-1026
-
-
McFadden, D.1
-
18
-
-
30244576252
-
Simulation of multivariate normal rectangle probabilities and their derivatives: Theoretical and computational results
-
Hajivassiliou V, McFadden D, Ruud P. Simulation of multivariate normal rectangle probabilities and their derivatives: Theoretical and computational results. J Econometrics 1996, 72:85-134.
-
(1996)
J. Econometrics
, vol.72
, pp. 85-134
-
-
Hajivassiliou, V.1
McFadden, D.2
Ruud, P.3
-
19
-
-
0000046592
-
Computer Generation of Normal random Numbers
-
Kinderman AJ, Ramage JG. Computer Generation of Normal random Numbers. J Am Stat Assoc 1976; 71: 893-896.
-
(1976)
J. Am. Stat. Assoc.
, vol.71
, pp. 893-896
-
-
Kinderman, A.J.1
Ramage, J.G.2
-
21
-
-
84950758368
-
The calculation of posterior distributions by data augmentation
-
Tanner M, Wong W. The calculation of posterior distributions by data augmentation. J Am Stat Assoc 1987; 82: 528-550.
-
(1987)
J. Am. Stat. Assoc.
, vol.82
, pp. 528-550
-
-
Tanner, M.1
Wong, W.2
-
23
-
-
0001032163
-
Evaluating the accuracy of sampling-based approaches to the calculation of posterior moments
-
Bernardo JM, Berger J, Dawid AP, Smith AFM. (eds). Oxford University Press: Oxford
-
Geweke J. Evaluating the accuracy of sampling-based approaches to the calculation of posterior moments. In Bayesian Statistics, vol 4. Bernardo JM, Berger J, Dawid AP, Smith AFM. (eds). Oxford University Press: Oxford, 1992; 169-193.
-
(1992)
Bayesian Statistics
, vol.4
, pp. 169-193
-
-
Geweke, J.1
-
24
-
-
0030539336
-
Markov Chain Monte Carlo convergence diagnostics: A comparative review
-
Cowles M, Carlin B. Markov Chain Monte Carlo convergence diagnostics: A comparative review. J Am Stat Assoc 1996; 91:883-904.
-
(1996)
J. Am. Stat. Assoc.
, vol.91
, pp. 883-904
-
-
Cowles, M.1
Carlin, B.2
-
26
-
-
1842715143
-
Marginal Likelihood From the Metropolis - Hastings Output
-
Chib S, Jeliazkov I. Marginal Likelihood From the Metropolis - Hastings Output. J Am Statist Assoc 2001; 96:270-281.
-
(2001)
J. Am. Statist. Assoc.
, vol.96
, pp. 270-281
-
-
Chib, S.1
Jeliazkov, I.2
-
27
-
-
21844487977
-
Computing Bayes Factors Using a Generalization of the Savage-Dickey Density Ratio
-
Verdinelli I, Wasserman L. Computing Bayes Factors Using a Generalization of the Savage-Dickey Density Ratio. J Am Stat Assoc 1995; 90: 614-618.
-
(1995)
J. Am. Stat. Assoc.
, vol.90
, pp. 614-618
-
-
Verdinelli, I.1
Wasserman, L.2
|