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Incorporating scatter search and threshold accepting in finding maximum likelihood estimates for the multinomial probit model

Liu, Yu-hsin - In: European journal of operational research : EJOR 211 (2011) 1, pp. 130-138

Persistent link: https://www.econbiz.de/10008859541

The multinomial multiperiod probit model : identification and efficient estimation

Liesenfeld, Roman (contributor); … - 2007

In this paper we discuss parameter identification and likelihood evaluation for multinomial multiperiod Probit models. It is shown in particular that the standard autoregressive specification used in the literature can be interpreted as a latent common factor model. However, this specification...

Persistent link: https://www.econbiz.de/10003545844

Marginal likelihood estimation with the cross-entropy method

Chan, Joshua; Eisenstat, Eric - In: Econometric reviews 34 (2015) 1/5, pp. 256-285

Persistent link: https://www.econbiz.de/10011373293

Partial maximum likelihood estimation of spatial probit models

Wang, Honglin; Iglesias, Emma M.; Wooldridge, Jeffrey M. - In: Journal of econometrics 172 (2013) 1, pp. 77-89

Persistent link: https://www.econbiz.de/10009702312

Computational issues in the estimation of the spatial probit model : a comparison of various estimators

Billé, Anna Gloria - In: The review of regional studies : a joint publ. of the … 43 (2013) 2/3, pp. 131-154

Persistent link: https://www.econbiz.de/10010382825

Analysis of microdata : with 41 tables

Winkelmann, Rainer; Boes, Stefan - 2006

Persistent link: https://www.econbiz.de/10003115171

The bivariate probit model, maximum likelihood estimation, pseudo true parameters and partial identification

Li, Chuhui; Poskitt, Donald Stephen; Zhao, Xueyan - In: Journal of econometrics 209 (2019) 1, pp. 94-113

Persistent link: https://www.econbiz.de/10012302525

Partial ML estimation for spatial autoregressive nonlinear probit models with autoregressive disturbances

Billé, Anna Gloria; Leorato, Samantha - In: Econometric reviews 39 (2020) 5, pp. 437-475

Persistent link: https://www.econbiz.de/10012181403

The bivariate probit model, maximum likelihood estimation, pseudo true parameters and partial identification

Li, Chuhui; Poskitt, Donald Stephen; Zhao, Xueyan - 2016

Persistent link: https://www.econbiz.de/10011781773

Composite marginal likelihood estimation of spatial autoregressive probit models feasible in very large samples

Mozharovskyi, Pavlo; Vogler, Jan - In: Economics letters 148 (2016), pp. 87-90

Persistent link: https://www.econbiz.de/10011619891

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