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Volumn 6, Issue 2, 2006, Pages 190-213

A Mata Geweke-Hajivassiliou-Keane multivariate normal simulator

Author keywords

GHK; Importance sampling; Maximum simulated likelihood; Monte Carlo; Number theoretic statistics; Quasi Monte Carlo; st0102

Indexed keywords


EID: 33746256435     PISSN: 1536867X     EISSN: None     Source Type: Journal    
DOI: 10.1177/1536867x0600600203     Document Type: Review
Times cited : (26)

References (14)
  • 1
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    • A practical technique to estimate multinomial probit models in transportation
    • Bolduc, D. 1999. A practical technique to estimate multinomial probit models in transportation. Transportation Research, Part B 33: 63-79.
    • (1999) Transportation Research, Part B , vol.33 , pp. 63-79
    • Bolduc, D.1
  • 2
    • 24944505884 scopus 로고    scopus 로고
    • Multivariate probit regression using simulated maximum likelihood
    • Cappellari, L., and S. P. Jenkins. 2003. Multivariate probit regression using simulated maximum likelihood. Stata Journal 3: 278-294.
    • (2003) Stata Journal , vol.3 , pp. 278-294
    • Cappellari, L.1    Jenkins, S.P.2
  • 3
    • 33746249226 scopus 로고    scopus 로고
    • Software update: St0045_1: Multivariate probit regression using simulated maximum likelihood
    • _. 2005. Software update: st0045_1: Multivariate probit regression using simulated maximum likelihood. Stata Journal 5: 285.
    • (2005) Stata Journal , vol.5 , pp. 285
  • 4
    • 33746212160 scopus 로고    scopus 로고
    • Software update: St0045_2: Multivariate probit regression using simulated maximum likelihood
    • _. 2006. Software update: st0045_2: Multivariate probit regression using simulated maximum likelihood. Stata Journal 6: 284.
    • (2006) Stata Journal , vol.6 , pp. 284
  • 6
    • 0001341675 scopus 로고
    • Numerical computation of multivariate normal probabilities
    • Genz, A. 1992. Numerical computation of multivariate normal probabilities. Journal of Computational and Graphical Statistics 1: 141-149.
    • (1992) Journal of Computational and Graphical Statistics , vol.1 , pp. 141-149
    • Genz, A.1
  • 7
    • 0001667705 scopus 로고
    • Bayesian inference in econometric models using Monte Carlo integration
    • Geweke, J. 1989. Bayesian inference in econometric models using Monte Carlo integration. Econometrica 57: 1317-1339.
    • (1989) Econometrica , vol.57 , pp. 1317-1339
    • Geweke, J.1
  • 8
    • 0001015476 scopus 로고    scopus 로고
    • The method of simulated scores for the estimation of LDV models
    • Hajivassiliou, V., and D. McFadden. 1998. The method of simulated scores for the estimation of LDV models. Econometrica 66: 863-896.
    • (1998) Econometrica , vol.66 , pp. 863-896
    • Hajivassiliou, V.1    McFadden, D.2
  • 10
    • 0002621109 scopus 로고
    • A computationally practical simulation estimator for panel data
    • Keane, M. P. 1994. A computationally practical simulation estimator for panel data. Econometrica 62: 95-116.
    • (1994) Econometrica , vol.62 , pp. 95-116
    • Keane, M.P.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.