Biases in maximum simulated likelihood estimation of bivariate models

DOI10.1515/jem-2021-0003zbMath1483.62193OpenAlexW4200192334MaRDI QIDQ2121826

Murat K. Munkin, Maksat Jumamyradov

Publication date: 5 April 2022

Published in: Journal of Econometric Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/jem-2021-0003

zbMATH Keywords

maximum simulated likelihoodbivariate modelssimulation biases

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

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• The multivariate Poisson-log normal distribution
• Specification and simulated likelihood estimation of a non‐normal treatment‐outcome model with selection: Application to health care utilization

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