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~institution:"Australian Agricultural and Resource Economics Society - AARES"
~institution:"Institut d'Économie et de Management de la Santé (IEMS), Faculté des Hautes Études Commerciales (HEC)"
~person:"Pelgrin, Florian"
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Multivariate Normal Distribution
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Multivariate Probit Model
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Simulated and Full Information Maximum Likelihood
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Pelgrin, Florian
Holly, Alberto
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Burnand, Bernard
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Australian Agricultural and Resource Economics Society - AARES
Institut d'Économie et de Management de la Santé (IEMS), Faculté des Hautes Études Commerciales (HEC)
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Estimation of multivariate probit models by exact maximum likelihood
Huguenin, Jacques
;
Pelgrin, Florian
;
Holly, Alberto
-
Institut d'Économie et de Management de la Santé …
-
2009
In this paper, we develop a new numerical method to estimate a multivariate
probit
model
. To this end, we derive a new …
Persistent link: https://www.econbiz.de/10005487434
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