Estimation of multivariate probit models by exact maximum likelihood
Year of publication: |
2009-02
|
---|---|
Authors: | Huguenin, Jacques ; Pelgrin, Florian ; Holly, Alberto |
Institutions: | Institut d'Économie et de Management de la Santé (IEMS), Faculté des Hautes Études Commerciales (HEC) |
Subject: | Multivariate Probit Model | Simulated and Full Information Maximum Likelihood | Multivariate Normal Distribution | Simulations |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 0902 49 pages |
Classification: | C1 - Econometric and Statistical Methods: General ; C3 - Econometric Methods: Multiple/Simultaneous Equation Models |
Source: |
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