The Multinomial Multiperiod Probit Model: Identification and Efficient Estimation
Year of publication: |
2007
|
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Authors: | Liesenfeld, Roman ; Richard, Jean-François |
Institutions: | Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel |
Subject: | Discrete choice | Importance sampling | Monte-Carlo integration | Panel data | Parameter identification | Simulated maximum likelihood |
Extent: | application/pdf |
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Series: | Economics Working Papers. - ISSN 2193-2476. |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 2007,26 |
Classification: | C35 - Discrete Regression and Qualitative Choice Models ; C15 - Statistical Simulation Methods; Monte Carlo Methods |
Source: |
-
The Multinomial Multiperiod Probit Model: Identification and Efficient Estimation
Liesenfeld, Roman, (2007)
-
Simulation estimation for panel data models with limited dependent variables
Keane, Michael, (1993)
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A Factor-Analytic Probit Model for Representing the Market Structure in Panel Data
Elrod, Terry, (1995)
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Analysis of discrete dependent variable models with spatial correlation
Liesenfeld, Roman, (2013)
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Improving MCMC Using Efficient Importance Sampling
Liesenfeld, Roman, (2006)
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Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models
Liesenfeld, Roman, (2004)
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