Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/33466
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dc.contributor.authorCappellari, Lorenzoen_US
dc.contributor.authorJenkins, Stephen P.en_US
dc.date.accessioned2006-11-15en_US
dc.date.accessioned2010-07-07T09:12:01Z-
dc.date.available2010-07-07T09:12:01Z-
dc.date.issued2006en_US
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_US
dc.language.isoengen_US
dc.publisher|aInstitute for the Study of Labor (IZA) |cBonnen_US
dc.relation.ispartofseries|aIZA Discussion Papers |x2112en_US
dc.subject.jelC15en_US
dc.subject.jelC51en_US
dc.subject.jelC87en_US
dc.subject.ddc330en_US
dc.subject.keywordsimulation estimationen_US
dc.subject.keywordmaximum simulated likelihooden_US
dc.subject.keywordmultivariate probiten_US
dc.subject.keywordHalton sequencesen_US
dc.subject.keywordpseudo-random sequencesen_US
dc.subject.keywordmultivariate normalen_US
dc.subject.keywordGHK simulatoren_US
dc.titleCalculation of multivariate normal probabilities by simulation, with applications to maximum simulated likelihood estimationen_US
dc.type|aWorking Paperen_US
dc.identifier.ppn51162882Xen_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungen-

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