Search Results - subject:"Halton sequences" - EconBiz

Enhancing eficiency : Halton draws in the generalized true random effects model

Bernstein, David H. - 2024

This paper measures the impact of the number of Halton draws in excess of ⌈√𝑛⌉ on technical efficiency in the generalized true random effects (four-component) stochastic frontier model estimated by simulated maximum likelihood. A substantial set of Monte Carlo simulations demonstrates...

Persistent link: https://www.econbiz.de/10015272901

Normal-beta exponential stochastic frontier model : maximum simulated likelihood approach

Nigusie, Misgan Desale - 2024

Persistent link: https://www.econbiz.de/10015189398

Investment certificates pricing using a Quasi-Monte Carlo framework : case-studies based on the Italian market

Bottasso, Anna; Fusaro, Michelangelo; Giribone, Pier … - 2023

Persistent link: https://www.econbiz.de/10014444661

Calculation of multivariate normal probabilities by simulation, with applications to maximum simulated likelihood estimation

Cappellari, Lorenzo; Jenkins, Stephen P. - 2006

Persistent link: https://www.econbiz.de/10004964310

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Calculation of multivariate normal probabilities by simulation, with applications to maximum simulated likelihood estimation

Cappellari, Lorenzo; Jenkins, Stephen P. - 2006

Book / Working Paper

Calculation of Multivariate Normal Probabilities by Simulation, with Applications to Maximum Simulated Likelihood Estimation

Cappellari, Lorenzo; Jenkins, Stephen P. - 2006

Book / Working Paper

Calculation of Multivariate Normal Probabilities by Simulation, with Applications to Maximum Simulated Likelihood Estimation

Cappellari, Lorenzo; Jenkins, Stephen P. - 2006

Book / Working Paper

Calculation of Multivariate Normal Probabilities by Simulation, with Applications to Maximum Simulated Likelihood Estimation

Cappellari, Lorenzo; Jenkins, Stephen P. - 2006

Book / Working Paper

Estimation of multinomial logit models with unobserved heterogeneity using maximum simulated likelihood

Haan, Peter; Uhlendorff, Arne - 2006

Persistent link: https://www.econbiz.de/10009442791

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Estimation of multinomial logit models with unobserved heterogeneity using maximum simulated likelihood

Haan, Peter; Uhlendorff, Arne - 2006

Article

Estimation of Multinomial Logit Models with Unobserved Heterogeneity Using Maximum Simulated Likelihood

Haan, Peter; Uhlendorff, Arne - 2006

Book / Working Paper

Estimation of Multinomial Logit Models with Unobserved Heterogeneity Using Maximum Simulated Likelihood

Haan, Peter; Uhlendorff, Arne - 2006

Book / Working Paper

Maximum simulated likelihood estimation of a negative binomial regression model with multinomial endogenous treatment

Deb, Partha; Trivedi, Pravin K. - 2006

Persistent link: https://www.econbiz.de/10004964314

Maximum simulated likelihood estimation of random-effects dynamic probit models with autocorrelated errors

Stewart, Mark - 2006

compares using pseudorandom numbers and Halton sequences of quasirandom numbers for MSL estimation of these models. Copyright …

Persistent link: https://www.econbiz.de/10004964315

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