Designed quadrature to approximate integrals in maximum simulated likelihood estimation
Year of publication: |
2022
|
---|---|
Authors: | Bansal, Prateek ; Keshavarzzadeh, Vahid ; Guevara, Angelo ; Li, Shanjun ; Daziano, Ricardo A. |
Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-423X, ZDB-ID 1475536-1. - Vol. 25.2022, 2, p. 301-321
|
Subject: | Designed quadrature | mixed logit | Monte Carlo integration | quasi-Monte Carlo | sparse grid quadrature | Monte-Carlo-Simulation | Monte Carlo simulation | Simulation | Schätztheorie | Estimation theory | Logit-Modell | Logit model |
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