Simulated maximum likelihood estimation of dynamic discrete choice statistical models. Some Monte Carlo results

DOI10.1016/S0304-4076(97)00014-6zbMath1008.62716MaRDI QIDQ1265785

Lung-fei Lee

Publication date: 21 April 2003

Published in: Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

panel dataHabit persistencePolya modelRenewal model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (10)

Simulation estimation of dynamic discrete choice panel models with accelerated importance samplers ⋮ Likelihood approximation by numerical integration on sparse grids ⋮ A smooth likelihood simulator for dynamic disequilibrium models ⋮ Composite Likelihood Estimation of an Autoregressive Panel Ordered Probit Model with Random Effects ⋮ Generalized dynamic panel data models with random effects for cross-section and time ⋮ Simulated classical tests in multinomial probit models ⋮ Generalized indirect inference for discrete choice models ⋮ Factor analysis with (mixed) observed and latent variables in the exponential family ⋮ Simulation-based approach to estimation of latent variable models ⋮ A model of health plan choice: inferring preferences and perceptions from a combination of revealed preference and attitudinal data.

Cites Work

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