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Maximum simulated likelihood estimation of random-effects dynamic probit models with autocorrelated errors
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Stewart, Mark B. (2006) Maximum simulated likelihood estimation of random-effects dynamic probit models with autocorrelated errors. STATA JOURNAL, 6 (2). pp. 256-272. ISSN 1536-867X.
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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 | ||||
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Subjects: | H Social Sciences Q Science > QA Mathematics |
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Journal or Publication Title: | STATA JOURNAL | ||||
Publisher: | STATA PRESS | ||||
ISSN: | 1536-867X | ||||
Official Date: | 2006 | ||||
Dates: |
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Volume: | 6 | ||||
Number: | 2 | ||||
Number of Pages: | 17 | ||||
Page Range: | pp. 256-272 | ||||
Publication Status: | Published |
Data sourced from Thomson Reuters' Web of Knowledge
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