On the simulated maximum likelihood estimation of multiperiod multinomial probit models

zbMath1052.62118MaRDI QIDQ1879215

Andreas Ziegler, Angelika Eymann

Publication date: 22 September 2004

Published in: AStA. Allgemeines Statistisches Archiv (Search for Journal in Brave)

zbMATH Keywords

simulated maximum likelihooddiscrete decision modelsmulti-period multinomial probit modelssimulated maximum likelihood estimationstochastic utility optimization

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Monte Carlo methods (65C05)

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