Hajivassiliou, Vassilis, 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
| Item Type: | Article |
|---|---|
| Official URL: | http://www.sciencedirect.com/science/journal/03044... |
| Additional Information: | © 1996 Elsevier Science |
| Uncontrolled Keywords: | Simulation estimation; Monte Carlo integration; Discrete choice models; Multinomial probit models; Importance sampling; Acceptance/rejection; Gibbs resampling |
| Library of Congress subject classification: | H Social Sciences > HB Economic Theory |
| Sets: | Collections > Economists Online Departments > Economics Research centres and groups > Suntory and Toyota International Centres for Economics and Related Disciplines (STICERD) |
| Rights: | http://www.lse.ac.uk/library/rights/LSERO.htm |
| URL: | http://eprints.lse.ac.uk/3920/ |
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