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Monte Carlo evaluation of multivariate normal probabilities

Citations

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Cited by:

  1. Jean-François Richard, 2015. "Likelihood Evaluation of High-Dimensional Spatial Latent Gaussian Models with Non-Gaussian Response Variables," Working Paper 5778, Department of Economics, University of Pittsburgh.
  2. Plug, Erik & Vijverberg, Wim P., 2001. "Schooling, Family Background, and Adoption: Does Family Income Matter?," IZA Discussion Papers 246, Institute of Labor Economics (IZA).
  3. Anping Chen & Marlon Boarnet & Mark Partridge & Raffaella Calabrese & Johan A. Elkink, 2014. "Estimators Of Binary Spatial Autoregressive Models: A Monte Carlo Study," Journal of Regional Science, Wiley Blackwell, vol. 54(4), pages 664-687, September.
  4. Erik Plug & Wim Vijverberg, 2003. "Schooling, Family Background, and Adoption: Is It Nature or Is It Nurture?," Journal of Political Economy, University of Chicago Press, vol. 111(3), pages 611-641, June.
  5. Haoying Wang & Guohui Wu, 2022. "Modeling discrete choices with large fine-scale spatial data: opportunities and challenges," Journal of Geographical Systems, Springer, vol. 24(3), pages 325-351, July.
  6. Sandor, Zsolt & Andras, P.Peter, 2004. "Alternative sampling methods for estimating multivariate normal probabilities," Journal of Econometrics, Elsevier, vol. 120(2), pages 207-234, June.
  7. Vijverberg, Wim P., 2000. "Betit: A Family That Nests Probit and Logit," IZA Discussion Papers 222, Institute of Labor Economics (IZA).
  8. Murdoch, James C. & Sandler, Todd & Vijverberg, Wim P. M., 2003. "The participation decision versus the level of participation in an environmental treaty: a spatial probit analysis," Journal of Public Economics, Elsevier, vol. 87(2), pages 337-362, February.
  9. Ziegler, Andreas, 2002. "Simulated Classical Tests in the Multiperiod Multinomial Probit Model," ZEW Discussion Papers 02-38, ZEW - Leibniz Centre for European Economic Research.
  10. 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.
  11. Vijverberg, Wim P. M., 2000. "Rectangular and wedge-shaped multivariate normal probabilities," Economics Letters, Elsevier, vol. 68(1), pages 13-20, July.
  12. Liesenfeld, Roman & Richard, Jean-François, 2010. "Efficient estimation of probit models with correlated errors," Journal of Econometrics, Elsevier, vol. 156(2), pages 367-376, June.
  13. Anselin, Luc, 2002. "Under the hood : Issues in the specification and interpretation of spatial regression models," Agricultural Economics, Blackwell, vol. 27(3), pages 247-267, November.
  14. Ziegler, Andreas, 2001. "Simulated z-tests in multinomial probit models," ZEW Discussion Papers 01-53, ZEW - Leibniz Centre for European Economic Research.
  15. Victor Augusto Mendes dos Santos, 2014. "The Spatial Probit Model – An Application to the Study of Banking Crises at the End of the 90’s," CEFAGE-UE Working Papers 2014_05, University of Evora, CEFAGE-UE (Portugal).
  16. Amaral, Andrea & Abreu, Margarida & Mendes, Victor, 2014. "The spatial Probit model—An application to the study of banking crises at the end of the 1990’s," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 415(C), pages 251-260.
  17. Arias, Carlos & Cox, Thomas L., 1999. "Maximum Simulated Likelihood: A Brief Introduction For Practitioners," Staff Papers 12662, University of Wisconsin-Madison, Department of Agricultural and Applied Economics.
  18. Zsolt Sandor, 2009. "Multinomial discrete choice models (in Russian)," Quantile, Quantile, issue 7, pages 9-19, September.
  19. Heijnen, P. & Samarina, A.. & Jacobs, J.P.A.M. & Elhorst, J.P., 2013. "State transfers at different moments in time," Research Report 13006-EEF, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
  20. Contoyannis, Paul & Jones, Andrew M., 2004. "Socio-economic status, health and lifestyle," Journal of Health Economics, Elsevier, vol. 23(5), pages 965-995, September.
  21. Z. I. Botev, 2017. "The normal law under linear restrictions: simulation and estimation via minimax tilting," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 79(1), pages 125-148, January.
  22. Sándor, Z. & András, P., 2003. "Alternate Samplingmethods for Estimating Multivariate Normal Probabilities," Econometric Institute Research Papers EI 2003-05, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  23. Rennings, Klaus & Ziegler, Andreas & Zwick, Thomas, 2001. "Employment changes in environmentally innovative firms," ZEW Discussion Papers 01-46, ZEW - Leibniz Centre for European Economic Research.
  24. repec:dgr:rugsom:13006-eef is not listed on IDEAS
  25. Phinikettos, Ioannis & Gandy, Axel, 2011. "Fast computation of high-dimensional multivariate normal probabilities," Computational Statistics & Data Analysis, Elsevier, vol. 55(4), pages 1521-1529, April.
  26. Piras, Gianfranco & Sarrias, Mauricio, 2023. "One or two-step? Evaluating GMM efficiency for spatial binary probit models," Journal of choice modelling, Elsevier, vol. 48(C).
  27. Andreas Ziegler, 2010. "Individual Characteristics and Stated Preferences for Alternative Energy Sources and Propulsion Technologies in Vehicles: A Discrete Choice Analysis," CER-ETH Economics working paper series 10/125, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich.
  28. Chou-Wen Wang & Szu-Lang Liao & Ting-Yi Wu, 2008. "Pricing generalized capped exchange options," Applied Financial Economics, Taylor & Francis Journals, vol. 18(9), pages 765-776.
  29. Paulsen, Jostein & Lunde, Astrid & Skaug, Hans Julius, 2008. "Fitting mixed-effects models when data are left truncated," Insurance: Mathematics and Economics, Elsevier, vol. 43(1), pages 121-133, August.
  30. Ziegler Andreas, 2010. "Z-Tests in Multinomial Probit Models under Simulated Maximum Likelihood Estimation: Some Small Sample Properties," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 230(5), pages 630-652, October.
  31. Tsai, Rung-Ching & Bockenholt, Ulf, 2002. "Two-level linear paired comparison models: estimation and identifiability issues," Mathematical Social Sciences, Elsevier, vol. 43(3), pages 429-449, July.
  32. Lee, Lung-fei, 1999. "Estimation of dynamic and ARCH Tobit models," Journal of Econometrics, Elsevier, vol. 92(2), pages 355-390, October.
  33. Yuge Dong & Qingtong Xie & Shuguang Ding & Liangguo He & Hu Wang, 2022. "The evaluation of bivariate normal probabilities for failure of parallel systems," Statistical Papers, Springer, vol. 63(5), pages 1585-1614, October.
  34. Jietao Xie & Juan Wu, 2020. "Recursive Calculation Model for a Special Multivariate Normal Probability of First-Order Stationary Sequence," INFORMS Journal on Computing, INFORMS, vol. 32(1), pages 164-171, January.
  35. Wenquan Gu & Dongguo Shao & Yufang Jiang, 2012. "Risk Evaluation of Water Shortage in Source Area of Middle Route Project for South-to-North Water Transfer in China," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 26(12), pages 3479-3493, September.
  36. Andreas Ziegler, 2007. "Simulated classical tests in multinomial probit models," Statistical Papers, Springer, vol. 48(4), pages 655-681, October.
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