A numerically stable quadrature procedure for the one-factor random-component discrete choice model

DOI10.1016/S0304-4076(99)00032-9zbMath1011.62119OpenAlexW2129704733MaRDI QIDQ1971789

Lung-fei Lee

Publication date: 10 June 2003

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

Full work available at URL: https://doi.org/10.1016/s0304-4076(99)00032-9

zbMATH Keywords

random componentsquadraturediscrete choice

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Numerical quadrature and cubature formulas (65D32) Numerical integration (65D30)

Related Items

Maximum likelihood estimation of limited and discrete dependent variable models with nested random effects ⋮ Likelihood approximation by numerical integration on sparse grids ⋮ Pairwise likelihood inference for the random effects probit model ⋮ Maximum simulated likelihood estimation of the panel sample selection model

Cites Work

• Analysis of Covariance with Qualitative Data
• A Computationally Efficient Quadrature Procedure for the One-Factor Multinomial Probit Model
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