EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Research Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Halton sequences"
Narrow search

Narrow search

Year of publication
Subject
All
Halton sequences 11 maximum simulated likelihood 10 multivariate normal 5 multivariate probit 5 GHK simulator 4 multinomial logit model 4 panel data 4 pseudo-random sequences 4 simulation estimation 4 unobserved heterogeneity 4 Simulation estimation 2 multinomial logistic model 2 Research Methods/ Statistical Methods 1 autocorrelated errors 1 count data 1 egen function mvnp( ) 1 latent factors 1 maxi- mum simulated likelihood 1 mdraws 1 mtreatnb 1 multinomial logistic 1 multinomial logit 1 multinomial treatment effects 1 negative binomial 1 pseudorandom sequences 1 redpace 1
more ... less ...
Online availability
All
Free 11
Type of publication
All
Book / Working Paper 6 Article 5
Type of publication (narrower categories)
All
Working Paper 3
Language
All
English 6 Undetermined 5
Author
All
Cappellari, Lorenzo 5 Jenkins, Stephen P. 5 Haan, Peter 4 Uhlendorff, Arne 4 Deb, Partha 1 Stewart, Mark 1 Trivedi, Pravin K. 1
more ... less ...
Institution
All
DIW Berlin (Deutsches Institut für Wirtschaftsforschung) 2 Institute for the Study of Labor (IZA) 1
Published in...
All
Stata Journal 4 DIW Discussion Papers 2 Discussion Papers of DIW Berlin 2 IZA Discussion Papers 2
Source
All
RePEc 7 EconStor 3 BASE 1
Showing 1 - 10 of 11
Cover Image
Estimation of Multinomial Logit Models with Unobserved Heterogeneity Using Maximum Simulated Likelihood
Haan, Peter; Uhlendorff, Arne - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2006
simulated likelihood based on Halton sequences. The purpose of this paper is twofold: First, we provide a description of the …
Persistent link: https://www.econbiz.de/10004963862
Saved in:
Cover Image
Calculation of Multivariate Normal Probabilities by Simulation, with Applications to Maximum Simulated Likelihood Estimation
Cappellari, Lorenzo; Jenkins, Stephen P. - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2006
We discuss methods for calculating multivariate normal probabilities by simulation and two new Stata programs for this purpose: mvdraws for deriving draws from the standard uniform density using either Halton or pseudo-random sequences, and an egen function mvnp() for calculating the...
Persistent link: https://www.econbiz.de/10004963950
Saved in:
Cover Image
Calculation of multivariate normal probabilities by simulation, with applications to maximum simulated likelihood estimation
Cappellari, Lorenzo; Jenkins, Stephen P. - In: Stata Journal 6 (2006) 2, pp. 156-189
We discuss methods for calculating multivariate normal probabilities by simulation and two new Stata programs for this purpose: mdraws for deriving draws from the standard uniform density using either Halton or pseudorandom sequences, and an egen function, mvnp(), for calculating the...
Persistent link: https://www.econbiz.de/10004964310
Saved in:
Cover Image
Estimation of multinomial logit models with unobserved heterogeneity using maximum simulated likelihood
Haan, Peter; Uhlendorff, Arne - In: Stata Journal 6 (2006) 2, pp. 229-245
simulated likelihood based on Halton sequences. The purpose of this paper is twofold. First, we describe the technical …
Persistent link: https://www.econbiz.de/10004964311
Saved in:
Cover Image
Maximum simulated likelihood estimation of a negative binomial regression model with multinomial endogenous treatment
Deb, Partha; Trivedi, Pravin K. - In: Stata Journal 6 (2006) 2, pp. 246-255
We describe specification and estimation of a multinomial treatment effects negative binomial regression model. A latent factor structure is used to accommodate selection into treatment, and a simulated likelihood method is used for estimation. We describe its implementation via the mtreatnb...
Persistent link: https://www.econbiz.de/10004964314
Saved in:
Cover Image
Maximum simulated likelihood estimation of random-effects dynamic probit models with autocorrelated errors
Stewart, Mark - In: Stata Journal 6 (2006) 2, pp. 256-272
compares using pseudorandom numbers and Halton sequences of quasirandom numbers for MSL estimation of these models. Copyright …
Persistent link: https://www.econbiz.de/10004964315
Saved in:
Cover Image
Estimation of Multinomial Logit Models with Unobserved Heterogeneity Using Maximum Simulated Likelihood
Haan, Peter; Uhlendorff, Arne - 2006
simulated likelihood based on Halton sequences. The purpose of this paper is twofold: First, we provide a description of the …
Persistent link: https://www.econbiz.de/10010260947
Saved in:
Cover Image
Calculation of Multivariate Normal Probabilities by Simulation, with Applications to Maximum Simulated Likelihood Estimation
Cappellari, Lorenzo; Jenkins, Stephen P. - 2006
We discuss methods for calculating multivariate normal probabilities by simulation and two new Stata programs for this purpose: mvdraws for deriving draws from the standard uniform density using either Halton or pseudo-random sequences, and an egen function mvnp() for calculating the...
Persistent link: https://www.econbiz.de/10010260956
Saved in:
Cover Image
Estimation of multinomial logit models with unobserved heterogeneity using maximum simulated likelihood
Haan, Peter; Uhlendorff, Arne - 2006
simulated likelihood based on Halton sequences. The purpose of this paper is twofold. First, we describe the technical …
Persistent link: https://www.econbiz.de/10009442791
Saved in:
Cover Image
Calculation of multivariate normal probabilities by simulation, with applications to maximum simulated likelihood estimation
Cappellari, Lorenzo; Jenkins, Stephen P. - 2006
We discuss methods for calculating multivariate normal probabilities by simulation and two new Stata programs for this purpose: -mdraws- for deriving draws from the standard uniform density using either Halton or pseudo-random sequences, and an egen function -mvnp()- for calculating the...
Persistent link: https://www.econbiz.de/10010267543
Saved in:
  • 1
  • 2
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...