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A numerically stable quadrature procedure for the one-factor random-component discrete choice model

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  • Lee, Lung-fei

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  • Lee, Lung-fei, 2000. "A numerically stable quadrature procedure for the one-factor random-component discrete choice model," Journal of Econometrics, Elsevier, vol. 95(1), pages 117-129, March.
    • Handle: RePEc:eee:econom:v:95:y:2000:i:1:p:117-129
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    1. Borjas, George J. & Sueyoshi, Glenn T., 1994. "A two-stage estimator for probit models with structural group effects," Journal of Econometrics, Elsevier, vol. 64(1-2), pages 165-182.
    2. Butler, J S & Moffitt, Robert, 1982. "A Computationally Efficient Quadrature Procedure for the One-Factor Multinomial Probit Model," Econometrica, Econometric Society, vol. 50(3), pages 761-764, May.
    3. Gary Chamberlain, 1980. "Analysis of Covariance with Qualitative Data," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 47(1), pages 225-238.
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    Cited by:

    1. Heiss, Florian & Winschel, Viktor, 2008. "Likelihood approximation by numerical integration on sparse grids," Journal of Econometrics, Elsevier, vol. 144(1), pages 62-80, May.
    2. Raymond, Wladimir & Mairesse, Jacques & Mohnen, Pierre & Palm, Franz, 2015. "Dynamic models of R & D, innovation and productivity: Panel data evidence for Dutch and French manufacturing," European Economic Review, Elsevier, vol. 78(C), pages 285-306.
    3. T.-F. Lo & P.-H. Ke & W.-J. Tsay, 2018. "Pairwise likelihood inference for the random effects probit model," Computational Statistics, Springer, vol. 33(2), pages 837-861, June.
    4. Rabe-Hesketh, Sophia & Skrondal, Anders & Pickles, Andrew, 2005. "Maximum likelihood estimation of limited and discrete dependent variable models with nested random effects," Journal of Econometrics, Elsevier, vol. 128(2), pages 301-323, October.
    5. Partha Deb & Furio Rosati, 2002. "Determinants of Child Labor and School Attendance: The Role of Household Unobservables," Economics Working Paper Archive at Hunter College 02/9, Hunter College Department of Economics.
    6. Partha Deb, 2001. "A discrete random effects probit model with application to the demand for preventive care," Health Economics, John Wiley & Sons, Ltd., vol. 10(5), pages 371-383, July.
    7. Lechner, Michael & Lollivier, Stefan & Magnac, Thierry, 2005. "Parametric Binary Choice Models," IDEI Working Papers 398, Institut d'Économie Industrielle (IDEI), Toulouse.
    8. Partha Deb & Furio Rosati, 2002. "Determinants of Child Labor and School Attendance: The Role of Household Unobservables," Economics Working Paper Archive at Hunter College 02/9, Hunter College Department of Economics.
    9. Mauricio Sarrias, 2020. "Random Parameters and Spatial Heterogeneity using Rchoice in R," REGION, European Regional Science Association, vol. 7, pages 1-19.

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