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Forschungsinstitut zur Zukunft der Arbeit (IZA), Bonn >
IZA Discussion Papers, Forschungsinstitut zur Zukunft der Arbeit (IZA) >
Please use this identifier to cite or link to this item:
http://hdl.handle.net/10419/33466
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Full metadata record
| DC Field | | Value | | Language |
| dc.contributor.author | | Cappellari, Lorenzo | | en_US |
| dc.contributor.author | | Jenkins, Stephen P. | | en_US |
| dc.date.accessioned | | 2006-11-15 | | en_US |
| dc.date.accessioned | | 2010-07-07T09:12:01Z | | - |
| dc.date.available | | 2010-07-07T09:12:01Z | | - |
| dc.date.issued | | 2006 | | en_US |
| dc.identifier.uri | | http://hdl.handle.net/10419/33466 | | - |
| dc.description.abstract | | We discuss methods for calculating multivariate normal probabilities by simulation and two new Stata programs for this purpose: -mdraws- for deriving draws from the standard uniform density using either Halton or pseudo-random sequences, and an egen function -mvnp()- for calculating the probabilities themselves. Several illustrations show how the programs may be used for maximum simulated likelihood estimation. | | en_US |
| dc.language.iso | | eng | | en_US |
| dc.publisher | | IZA Bonn | | en_US |
| dc.relation.ispartofseries | | IZA Discussion Papers 2112 | | en_US |
| dc.subject.jel | | C15 | | en_US |
| dc.subject.jel | | C51 | | en_US |
| dc.subject.jel | | C87 | | en_US |
| dc.subject.ddc | | 330 | | en_US |
| dc.subject.keyword | | simulation estimation | | en_US |
| dc.subject.keyword | | maximum simulated likelihood | | en_US |
| dc.subject.keyword | | multivariate probit | | en_US |
| dc.subject.keyword | | Halton sequences | | en_US |
| dc.subject.keyword | | pseudo-random sequences | | en_US |
| dc.subject.keyword | | multivariate normal | | en_US |
| dc.subject.keyword | | GHK simulator | | en_US |
| dc.title | | Calculation of multivariate normal probabilities by simulation, with applications to maximum simulated likelihood estimation | | en_US |
| dc.type | | Working Paper | | en_US |
| dc.identifier.ppn | | 51162882X | | en_US |
| dc.rights | | http://www.econstor.eu/dspace/Nutzungsbedingungen | | - |
| Appears in Collections: | | IZA Discussion Papers, Forschungsinstitut zur Zukunft der Arbeit (IZA)
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