Evaluating simulation-based approaches and multivariate quadrature on sparse grids in estimating multivariate binary probit models

Author:

Abay Kibrom A.

Funder

Danish Social Science Research Council

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference14 articles.

1. The joint analysis of injury severity of drivers in two-vehicle crashes accommodating seat belt use endogeneity;Abay;Transp. Res. B,2013

2. Quasi-random maximum simulated likelihood estimation of the mixed multinomial logit model;Bhat;Transp. Res. B,2001

3. A comparison of the maximum simulated likelihood and composite marginal likelihood estimation approaches;Bhat,2010

4. Geweke, J., 1991. Efficient simulation from the multivariate normal and student-t distributions subject to linear constraints and the evaluation of constraint probabilities. In: Keramidas, E.M. (Ed.), Computing Science and Statistics: Proceedings of the 23rd Symposium on the Interface, pp. 571–578.

5. Alternative computational approaches to statistical inference in the multinomial probit model;Geweke;Rev. Econ. Stat.,1994

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