Computational issues in the sequential probit model: a Monte Carlo study

DOI10.1007/S10614-005-0667-7zbMath1163.62339OpenAlexW3125075959MaRDI QIDQ1020516

Patrick Waelbroeck

Publication date: 29 May 2009

Published in: Computational Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10614-005-0667-7

zbMATH Keywords

simulated annealingsimulated maximum likelihoodMetropolis-Gibbssequential probit

Mathematics Subject Classification ID

Bayesian inference (62F15) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Sequential estimation (62L12)

Cites Work

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• Global optimization of statistical functions with simulated annealing
• Estimation of seemingly unrelated regressions with unequal numbers of observations
• Simulation of multivariate normal rectangle probabilities and their derivatives. Theoretical and computational results
• Sequential Ordinal Modeling with Applications to Survival Data
• Bayesian Analysis of Binary and Polychotomous Response Data
• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias

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