The Composite Marginal Likelihood (CML) Inference Approach with Applications to Discrete and Mixed Dependent Variable Models

DOI10.1561/0800000022zbMath1293.62045OpenAlexW2089978229MaRDI QIDQ2875126

Chandra R. Bhat

Publication date: 13 August 2014

Published in: Foundations and Trends® in Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1561/0800000022

zbMATH Keywords

simultaneous equation modelschoice modelingeconometric modelsdiscrete choice modelinglimited dependent variablesqualitative response modelsmodels for count data

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Point estimation (62F10) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

Related Items (2)

Composite marginal likelihood estimation of spatial autoregressive probit models feasible in very large samples ⋮ A new mixed MNP model accommodating a variety of dependent non-normal coefficient distributions

Uses Software

• nwSpGr

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