Simulation of multivariate normal rectangle probabilities and their derivatives theoretical and computational results

Journal of Econometrics

Volumn 72, Issue 1-2, 1996, Pages 85-134

  Hajivassiliou, Vassilis ^a   McFadden, Daniel ^b   Ruud, Paul ^b  

^a Och Spine at New York Presbyterian Hospitals   (United States)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Acceptance rejection; Discrete choice models; Gibbs resampling; Importance sampling; Monte Carlo integration; Multinomial probit models; Simulation estimation

Indexed keywords

EID: 30244576252     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/0304-4076(94)01716-6     Document Type: Article

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