Simulation of multivariate normal rectangle probabilities and their derivatives theoretical and computational results
| Year of publication: |
1996
|
|---|---|
| Authors: | Hajivassiliou, Vassilis ; McFadden, Daniel ; Ruud, Paul |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 72.1996, 1-2, p. 85-134
|
| Publisher: |
Elsevier |