Simulation of Multivariate Normal Rectangle Probabilities: Theoretical and Computational Results
Year of publication: |
1994-10
|
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Authors: | Hajivassiliou, Vassilis A. ; McFadden, Daniel ; Ruud, Paul A. |
Institutions: | Cowles Foundation for Research in Economics, Yale University |
Subject: | Simulation estimation | Monte Carlo integration | discrete choice models | multinomial probit models | importance sampling | acceptance-rejection | Gibbs resampling |
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