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	Provedor de dados AgEcon (2) Autor Stewart, Mark B. (2) Palavra-chave Research Methods/ Statistical Methods (2) Autocorrelated errors (1) Halton sequences (1) Maximum simulated likelihood (1) Ordered probit (1) Ordered response models (1) Redpace (1) Semi-nonparametric estimation (1) Simulation estimation (1) Mais... Tipo do documento Journal Article (2) Ano 2006 (1) 2004 (1) País United States (2) Idioma Inglês (2)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 2 Primeira ... 1 ... Última Maximum simulated likelihood estimation of random–effects dynamic probit models with autocorrelated errors AgEcon Stewart, Mark B.. This paper investigates using maximum simulated likelihood (MSL) estimation for random-effects dynamic probit models with autocorrelated errors. It presents and illustrates a new Stata command, redpace, for this estimator. The paper also compares using pseudorandom numbers and Halton sequences of quasirandom numbers for MSL estimation of these models. Tipo: Journal Article Palavras-chave: Redpace; Simulation estimation; Maximum simulated likelihood; Halton sequences; Autocorrelated errors; Research Methods/ Statistical Methods. Ano: 2006 URL: http://purl.umn.edu/117576 Semi-nonparametric estimation of extended ordered probit models AgEcon Stewart, Mark B.. This paper presents a semi-nonparametric estimator for a series of generalized models that nest the ordered probit model and thereby relax the distributional assumption in that model. It describes a new Stata command for fitting such models and presents an illustration of the approach. Tipo: Journal Article Palavras-chave: Ordered response models; Ordered probit; Semi-nonparametric estimation; Research Methods/ Statistical Methods. Ano: 2004 URL: http://purl.umn.edu/116207 Registros recuperados: 2 Primeira ... 1 ... Última

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