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Smooth unbiased multivariate probability simulators for maximum likehood estimation of limited dependent variable models
Börsch-Supan, Axel; Hajivassiliou, Vassilis Argyrou - 1990
Persistent link: https://www.econbiz.de/10000824060
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Simulating normal rectangle probabilities and their derivatives : the effects of vectorization
Hajivassiliou, Vassilis Argyrou - 1993
Persistent link: https://www.econbiz.de/10000883179
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Simulation of multivariate normal orthant probabilities : theoretical and computational results
Hajivassiliou, Vassilis Argyrou; McFadden, Daniel; … - 1992
Persistent link: https://www.econbiz.de/10000843655
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The method of simulated scores for the estimation of LDV models with an application to external debt crises
Hajivassiliou, Vassilis Argyrou; McFadden, Daniel - 1990 - Rev
Persistent link: https://www.econbiz.de/10000828142
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Simulation estimation methods for limited dependent variable models
Hajivassiliou, Vassilis Argyrou - 1991
Persistent link: https://www.econbiz.de/10000835833
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Classical estimation methods for LDV models using simulation
Hajivassiliou, Vassilis Argyrou; Ruud, Paul Arthur - 1993
Persistent link: https://www.econbiz.de/10000883186
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Efficient estimation of average derivatives in NPIV models : simulation comparisons of neural network estimators
Chen, Jiafeng; Chen, Xiaohong; Tamer, Elie T. - 2021 - Revised draft: December 2021
Persistent link: https://www.econbiz.de/10012807970
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Construction of stationary Markov equilibria
Karatzas, Ioannis; Shubik, Martin; Sudderth, William D. - 1992
Persistent link: https://www.econbiz.de/10000852717
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A nine variable probabilistic macroeconomic forecasting model
Sims, Christopher A. - 1992
Persistent link: https://www.econbiz.de/10000852719
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Smoothed empirical likelihood methods for quantile regression models
Whang, Yoon-jae - 2004
Persistent link: https://www.econbiz.de/10001961633