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	Provedor de dados AgEcon (2) Autor Cappellari, Lorenzo (1) Jenkins, Stephen P. (1) Stewart, Mark B. (1) Palavra-chave Halton sequences (2) Maximum simulated likelihood (2) Research Methods/ Statistical Methods (2) Simulation estimation (2) Autocorrelated errors (1) Egen function mvnp() (1) GHK simulator (1) Mdraws (1) Multivariate normal (1) Multivariate probit (1) Pseudorandom sequences (1) Redpace (1) Mais... Tipo do documento Journal Article (2) Ano 2006 (2) 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 Calculation of multivariate normal probabilities by simulation, with applications to maximum simulated likelihood estimation AgEcon Cappellari, Lorenzo; Jenkins, Stephen P.. 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 pseudorandom 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. Tipo: Journal Article Palavras-chave: Mdraws; Egen function mvnp(); Simulation estimation; Maximum simulated likelihood; Multivariate probit; Halton sequences; Pseudorandom sequences; Multivariate normal; GHK simulator; Research Methods/ Statistical Methods. Ano: 2006 URL: http://purl.umn.edu/117568 Registros recuperados: 2 Primeira ... 1 ... Última

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