The method of simulated scores (MSS) is presented for estimating LDV models with flexible correlation structure in the unobservables. We propose simulators that are continuous in the unknown parameter vectors, and hence standard optimization methods can be used to compute the MSS estimators that...

An extensive literature in econometrics and in numerical analysis has considered the problem of evaluating the multiple integral P({bold B};mu,Omega) = integral_{a}^{b} n(v - mu, Omega)dv = E_{V}{bold 1}(V in {bold B}), where V is a m-dimensional normal vector with mean mu, covariance matrix ,...