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A Method for Smoothing Simulated Moments of Discrete Probabilities in Multinomial Probit Models

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Stern, Steven

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Article provided by Econometric Society in its journal Econometrica.

Volume (Year): 60 (1992)
Issue (Month): 4 (July)
Pages: 943-52
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Handle: RePEc:ecm:emetrp:v:60:y:1992:i:4:p:943-52

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  1. Vincenzo Atella & Carlos Arias & Federico Perali & Raffaella Castagnini, 2003. "Estimation of the Sharing Rule Between Adults and Children and Related Equivalence Scales Within a Collective Consumption Framework," CEIS Research Paper 28, Tor Vergata University, CEIS. [Downloadable!]
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  2. Hajivassiliou, 1993. "A Simulation Estimation Analysis of the External Debt Crises of Developing Countries," Cowles Foundation Discussion Papers 1057, Cowles Foundation, Yale University. [Downloadable!]
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  3. Kenneth Train, . "Simulation Methods for Probit and Related Models Based on Convenient Error Partitioning," Working Papers _009, University of California at Berkeley, Econometrics Laboratory Software Archive. [Downloadable!]
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  4. Vassilis A. Hajivassiliou, 1991. "Simulation Estimation Methods for Limited Dependent Variable Models," Cowles Foundation Discussion Papers 1007, Cowles Foundation, Yale University. [Downloadable!]
  5. Z. Sandor & P. Andras, 2003. "Alternative sampling methods for estimating multivariate normal probabilities," Econometric Institute Report 305, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
  6. Joan L. Walker & Moshe Ben-Akiva & Denis Bolduc, 2007. "Identification of parameters in normal error component logit-mixture (NECLM) models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(6), pages 1095-1125. [Downloadable!]
  7. Kamhon Kan & Chihwa Kao, 2005. "Simulation-Based Two-Step Estimation with Endogenous Regressors," Center for Policy Research Working Papers 76, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]
  8. Peter Kooreman & Adriaan R. Soetevent, 2007. "A discrete-choice model with social interactions: with an application to high school teen behavior," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(3), pages 599-624. [Downloadable!]
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  9. Victoria Prowse, 2004. "Estimating Time Demand Elasticities Under Rationing," Economics Papers 2004-W22, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
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  10. Vassilis A. Hajivassiliou & Paul A. Ruud, 1993. "Classical Estimation Methods for LDV Models Using Simulation," Cowles Foundation Discussion Papers 1051, Cowles Foundation, Yale University. [Downloadable!]
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  11. Carlos Arias & THOMAS L. COX, 1998. "Estimation of a U.S. Dairy Sector Model by Maximum Simulated Likelihood," Wisconsin-Madison Agricultural and Applied Economics Staff Papers 417, Wisconsin-Madison Agricultural and Applied Economics Department. [Downloadable!]
  12. Vassilis A. Hajivassiliou & Axel Borsch-Supan, 1990. "Smooth Unbiased Multivariate Probability Simulators for Maximum Likelihood Estimation of Limited Dependent Variable Models," Cowles Foundation Discussion Papers 960, Cowles Foundation, Yale University. [Downloadable!]
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  13. Jay P. Shimshack & Michael B. Ward, 2004. "Enforcement and Environmental Compliance: A Statistical Analysis of the Pulp and Paper Industry," Discussion Papers Series, Department of Economics, Tufts University 0414, Department of Economics, Tufts University. [Downloadable!]
  14. Arias, Carlos & Perali, Federico, 1999. "Exploring Alternatives For Estimating Systems Of Equations With Multiple Censored Variables: Farm Output Supply And Input Demand," 1999 Annual meeting, August 8-11, Nashville, TN 21591, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
  15. Arias, Carlos & Cox, Thomas L., 1998. "Estimation Of A U.S. Dairy Sector Model By Maximum Simulated Likelihood," 1998 Annual meeting, August 2-5, Salt Lake City, UT 20804, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
  16. Vassilis Argyrou Hajivassiliou, 1993. "Simulating Normal Rectangle Probabilities and Their Derivatives: The Effects of Vectorization," Working Papers _025, Yale University. [Downloadable!]
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  17. Carlos Arias & THOMAS L. COX, 1999. "Maximum Simulated Likelihood: A Brief Introduction for Practitioners," Wisconsin-Madison Agricultural and Applied Economics Staff Papers 421, Wisconsin-Madison Agricultural and Applied Economics Department. [Downloadable!]
  18. Vassilis A. Hajivassiliou & Daniel McFadden & Paul A. Ruud, 1994. "Simulation of Multivariate Normal Rectangle Probabilities: Theoretical and Computational Results," Cowles Foundation Discussion Papers 1021R, Cowles Foundation, Yale University. [Downloadable!]
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