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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
Hajivassiliou, Vassilis ORCID: 0009-0000-7041-0791 and Ruud, Paul
(1994)
Classical estimation methods for LDV models using simulation.
In: Engle, Robert F. and McFadden, Daniel L., (eds.)
Handbook of Econometrics.
Elsevier (Firm), Ansterdam, Netherlands, pp. 2383-2441.
ISBN 9780444887665