| dc.creator |
Cappellari, Lorenzo |
|
| dc.creator |
Jenkins, Stephen P. |
|
| dc.date |
2006 |
|
| dc.date.accessioned |
2013-10-16T07:00:11Z |
|
| dc.date.available |
2013-10-16T07:00:11Z |
|
| dc.date.issued |
2013-10-16 |
|
| dc.identifier |
http://hdl.handle.net/10419/18477 |
|
| dc.identifier |
ppn:512766576 |
|
| dc.identifier.uri |
http://koha.mediu.edu.my:8181/xmlui/handle/10419/18477 |
|
| dc.description |
We discuss methods for calculating multivariate normal probabilities by simulation and two new Stata programs for this purpose: mvdraws for deriving draws from the standard uniform density using either Halton or pseudo-random 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. |
|
| dc.language |
eng |
|
| dc.publisher |
Deutsches Institut für Wirtschaftsforschung (DIW) Berlin |
|
| dc.relation |
DIW-Diskussionspapiere 584 |
|
| dc.rights |
http://www.econstor.eu/dspace/Nutzungsbedingungen |
|
| dc.subject |
ddc:330 |
|
| dc.subject |
Simulation estimation |
|
| dc.subject |
maximum simulated likelihood |
|
| dc.subject |
multivariate probit |
|
| dc.subject |
Halton sequences |
|
| dc.subject |
pseudo-random sequences |
|
| dc.subject |
multivariate normal |
|
| dc.title |
Calculation of Multivariate Normal Probabilities by Simulation, with Applications to Maximum Simulated Likelihood Estimation |
|
| dc.type |
doc-type:workingPaper |
|