Pages that link to "Item:Q530959"
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The following pages link to Efficient estimation of probit models with correlated errors (Q530959):
Displaying 14 items.
- The performance of German firms in the business-related service sectors revisited: Differential evolution Markov chain estimation of the multinomial probit model (Q535373) (← links)
- Particle efficient importance sampling (Q894644) (← links)
- Computational issues in the sequential probit model: a Monte Carlo study (Q1020516) (← links)
- On the tradeoff between computational simplicity and asymptotic properties in multivariate probit (Q1284839) (← links)
- Statistical inference in the multinomial multiperiod probit model (Q1367142) (← links)
- A comparison of different methods for the estimation of regression models with correlated binary responses. (Q1575402) (← links)
- Corrigendum to ``On the calculation of marginal effects in the bivariate probit model'' (Q1606452) (← links)
- Efficient importance sampling in mixture frameworks (Q1623542) (← links)
- A flexible and automated likelihood based framework for inference in stochastic volatility models (Q1623560) (← links)
- The dynamic factor network model with an application to international trade (Q2173192) (← links)
- Generalized dynamic panel data models with random effects for cross-section and time (Q2451769) (← links)
- Estimation of finite sequential games (Q2512525) (← links)
- Improving efficiency using the Rao–Blackwell theorem in corrected and conditional score estimation methods for joint models (Q5355236) (← links)
- Bayesian estimation and model comparison for linear dynamic panel models with missing values (Q6081856) (← links)
