An edition of Calculation of multivariate normal probabilities by simulation, with applications to maximum simulated likelihood estimation
(2006)
Calculation of multivariate normal probabilities by simulation, with applications to maximum simulated likelihood estimation
by Lorenzo Cappellari
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"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 probabilities themselves. Several illustrations show how the programs may be used for maximum simulated likelihood estimation"--Forschungsinstitut zur Zukunft der Arbeit web site.
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Probabilities, Multivariate analysis| Edition | Availability |
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1
Calculation of multivariate normal probabilities by simulation, with applications to maximum simulated likelihood estimation
2006, Institute for Social and Economic Research
in English
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2
Calculation of multivariate normal probabilities by simulation, with applications to maximum simulated likelihood estimation
2006, IZA
electronic resource /
in English
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| December 17, 2020 | Created by MARC Bot | import new book |