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Efficient estimation of probit models with correlated errors
Liesenfeld, Roman
;
Richard, Jean-François
- In:
Journal of econometrics
156
(
2010
)
2
,
pp. 367-376
Persistent link: https://www.econbiz.de/10008648807
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2
Efficient high-dimensional importance sampling
Richard, Jean-François
;
Zhang, Wei-Bin
- In:
Journal of econometrics
141
(
2007
)
2
,
pp. 1385-1411
Persistent link: https://www.econbiz.de/10003571472
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3
A note on the information matrix of the multivariate normal distribution
Richard, Jean-François
- In:
Journal of econometrics
3
(
1975
),
pp. 57-60
Persistent link: https://www.econbiz.de/10002682410
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4
Bayesian model selection and prediction with empirical applications: Discussion
Richard, Jean-Francois
- In:
Journal of econometrics
69
(
1995
)
1
,
pp. 337-350
Persistent link: https://www.econbiz.de/10006797922
Saved in:
5
Efficient high-dimensional importance sampling
Richard, Jean-Francois
;
Zhang, Wei
- In:
Journal of econometrics
141
(
2007
)
2
,
pp. 1385-1411
Persistent link: https://www.econbiz.de/10007859749
Saved in:
6
The dynamic invariant multinomial probit model : identification, pretesting and estimation
Liesenfeld, Roman
;
Richard, Jean-François
- In:
Journal of econometrics
155
(
2010
)
2
,
pp. 117-127
Persistent link: https://www.econbiz.de/10003966966
Saved in:
7
The dynamic invariant multinomial probit model: Identification, pretesting and estimation
Liesenfeld, Roman
;
Richard, Jean-François
- In:
Journal of econometrics
155
(
2010
)
2
,
pp. 117-128
Persistent link: https://www.econbiz.de/10008391951
Saved in:
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