Evaluating simulation-based approaches and multivariate quadrature on sparse grids in estimating multivariate binary probit models
Year of publication: |
2015
|
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Authors: | Abay, Kibrom A. |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 126.2015, p. 51-56
|
Subject: | Multivariate probit model | Simulation approaches | GHK simulator | Multivariate quadrature-based approaches | Sparse grids integration | Simulation | Probit-Modell | Probit model | Multivariate Analyse | Multivariate analysis | Mikroökonometrie | Microeconometrics | Schätztheorie | Estimation theory |
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