Arbeitspapier
Calculation of multivariate normal probabilities by simulation, with applications to maximum simulated likelihood estimation
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.
- Sprache
-
Englisch
- Erschienen in
-
Series: ISER Working Paper Series ; No. 2006-16
- Klassifikation
-
Wirtschaft
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Cappellari, Lorenzo
Jenkins, Stephen P.
- Ereignis
-
Veröffentlichung
- (wer)
-
University of Essex, Institute for Social and Economic Research (ISER)
- (wo)
-
Colchester
- (wann)
-
2006
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:44 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Cappellari, Lorenzo
- Jenkins, Stephen P.
- University of Essex, Institute for Social and Economic Research (ISER)
Entstanden
- 2006
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