Pudney, Stephen - Centre for Microdata Methods and Practice (CEMMAP) - 2005
, simulated maximum
likelihood, GHK simulator, BHPS.
JEL classifications: C23, C25, C33, C35, D84
Address for … using the GHK simulator (Hajivassiliou
and Ruud, 1994), with antithetic acceleration used to improve simulation precision … probability, that can again be
approximated by the GHK simulator in moderately-sized systems.
In the special case where …