Simulation of multivariate normal rectangle probabilities and their derivatives theoretical and computational results

Hajivassiliou, Vassilis ORCID: 0009-0000-7041-0791, McFadden, Daniel and Ruud, Paul (1996) Simulation of multivariate normal rectangle probabilities and their derivatives theoretical and computational results. Journal of Econometrics, 72 (1-2). pp. 85-134. ISSN 0304-4076

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Item Type:	Article
Official URL:	http://www.sciencedirect.com/science/journal/03044...
Additional Information:	© 1996 Elsevier Science
Divisions:	Economics STICERD
Subjects:	H Social Sciences > HB Economic Theory
Date Deposited:	27 Mar 2008 16:21
Last Modified:	10 Nov 2024 07:27
URI:	http://eprints.lse.ac.uk/id/eprint/3920

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