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dc.contributor.authorCappellari, Lorenzoen
dc.contributor.authorJenkins, Stephen P.en
dc.date.accessioned2006-11-15-
dc.date.accessioned2010-07-07T09:12:01Z-
dc.date.available2010-07-07T09:12:01Z-
dc.date.issued2006-
dc.identifier.urihttp://hdl.handle.net/10419/33466-
dc.description.abstractWe 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
dc.language.isoengen
dc.publisher|aInstitute for the Study of Labor (IZA) |cBonnen
dc.relation.ispartofseries|aIZA Discussion Papers |x2112en
dc.subject.jelC15en
dc.subject.jelC51en
dc.subject.jelC87en
dc.subject.ddc330en
dc.subject.keywordsimulation estimationen
dc.subject.keywordmaximum simulated likelihooden
dc.subject.keywordmultivariate probiten
dc.subject.keywordHalton sequencesen
dc.subject.keywordpseudo-random sequencesen
dc.subject.keywordmultivariate normalen
dc.subject.keywordGHK simulatoren
dc.titleCalculation of multivariate normal probabilities by simulation, with applications to maximum simulated likelihood estimation-
dc.type|aWorking Paperen
dc.identifier.ppn51162882Xen
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen

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