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Maximum simulated likelihood estimation of random-effects dynamic probit models with autocorrelated errors
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Stewart, Mark. (2006) Maximum simulated likelihood estimation of random-effects dynamic probit models with autocorrelated errors. STATA JOURNAL, 6 (2). pp. 256-272. ISSN 1536-867X
Full text not available from this repository.Abstract
This paper investigates using maximum simulated likelihood (MSL) estimation for random-effects dynamic probit models with autocorrelated errors. It presents and illustrates a new Stata command, redpace, for this estimator. The paper also compares using pseudorandom numbers and Halton sequences of quasirandom numbers for MSL estimation of these models.
| Item Type: | Journal Article |
|---|---|
| Subjects: | H Social Sciences Q Science > QA Mathematics |
| Journal or Publication Title: | STATA JOURNAL |
| Publisher: | STATA PRESS |
| ISSN: | 1536-867X |
| Date: | 2006 |
| Volume: | 6 |
| Number: | 2 |
| Number of Pages: | 17 |
| Page Range: | pp. 256-272 |
| Publication Status: | Published |
| URI: | http://wrap.warwick.ac.uk/id/eprint/33078 |
Data sourced from Thomson Reuters' Web of Knowledge
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