Search Results - subject:"GHK algorithm"

Estimating Fully Observed Recursive Mixed-Process Models with cmp

Roodman, David - 2009

, and Keane (GHK) algorithm for estimating higherdimensional cumulative normal distributions have made direct ML estimation … function, ghk2(), that implements the GHK algorithm. …

Persistent link: https://www.econbiz.de/10005256677

Recursively Simulating Multinomial Multiperiod Probit Probabilities

Geweke, John; Keane, Michael; Runkle, David - Volkswirtschaftliche Fakultät, … - 1994

We describe how to recursively simulate choice probabilities in the multiperiod multinomial probit model using the GHK … algorithm. We also provide GAUSS code to implement the method. …

Persistent link: https://www.econbiz.de/10011113345

Simulation estimation for panel data models with limited dependent variables

Keane, Michael - Volkswirtschaftliche Fakultät, … - 1993

Simulation estimation in the context of panel data, limited dependent-variable (LDV) models poses formidable problems that are not present in the crosssection case. Nevertheless, a number of practical simulation estimation methods have been proposed and implemented for panel data LDV models....

Persistent link: https://www.econbiz.de/10011112867