Concepedia

Smooth unbiased multivariate probability simulators for maximum likelihood estimation of limited dependent variable models

Axel Börsch‐Supan, Vassilis A. Hajivassiliou

Journal of Econometrics · 1993 · 464 citations · 11 references

DOI

Concepts

References

11

Structural analysis of discrete data with econometric applications

David M. Grether · Journal of Mathematical Psychology · 1982

+7

1.9K citations

A Method of Simulated Moments for Estimation of Discrete Response Models Without Numerical Integration

Daniel McFadden · Econometrica · 1989

+15

1.7K citations

Simulation and the Asymptotics of Optimization Estimators

Ariel Pakes, David Pollard · Econometrica · 1989

+13

1.5K citations

A Conditional Probit Model for Qualitative Choice: Discrete Decisions Recognizing Interdependence and Heterogeneous Preferences

Jerry A. Hausman, David A. Wise · Econometrica · 1978

921 citations

The Greatest of a Finite Set of Random Variables

Charles E. Clark · Operations Research · 1961

+11

722 citations