On the tradeoff between computational simplicity and asymptotic properties in multivariate probit

DOI10.1023/A:1008649923740zbMath0918.90040MaRDI QIDQ1284839

Ayal Kimhi

Publication date: 4 August 1999

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

zbMATH Keywords

simulationefficiencyquasi maximum likelihoodmultivariate probit

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

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