A Computationally Practical Simulation Estimator for Panel Data (Q4284150)
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scientific article; zbMATH DE number 522735
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Computationally Practical Simulation Estimator for Panel Data |
scientific article; zbMATH DE number 522735 |
Statements
A Computationally Practical Simulation Estimator for Panel Data (English)
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24 March 1994
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equicorrelation
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importance sampling
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multinomial probit
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method of simulated moments estimator
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limited dependent variable models
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factorization
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transition probabilities
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Monte Carlo tests
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quadrature- based ML estimators
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choice probabilities
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complex panel data models
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random effects
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ARMA errors
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simple random effects models
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