This paper investigates using maximum simulated likelihood (MSL) estimation for random-effects dynamic probit models with autocorrelated errors. It presents and illustrates a new Stata command, redpace, for this estimator. The paper also compares using pseudorandom numbers and Halton sequences of quasirandom numbers for MSL estimation of these models
We analyze the finite sample properties of maximum likelihood estimators for dynamic panel data mode...
"We present a new specification for the multinomial multiperiod Probit model with autocorrelated err...
We discuss the estimation of a regression model with an ordered-probit selection rule. We have writt...
This paper investigates using maximum simulated likelihood (MSL) estimation for random-effects dynam...
This paper investigates using maximum simulated likelihood (MSL) estimation for random-effects dynam...
This paper investigates the use of Maximum Simulated Likelihood estima-tion for random effects dynam...
This paper implements the estimation of dynamic probit correlated random effects (CRE) models with u...
I present the bireprob command, which fits a bivariate random-effects probit model. bireprob enables...
We discuss the application of the GHK simulation method for maximum likelihood estimation of the mul...
In this paper it is shown that using the maximum likelihood (ML) principle for the estimation of mul...
We discuss computational issues in the sequential probit model that have limited its use in applied ...
In this paper it is shown that using the maximum likelihood (ML) principle for the estimation of mul...
For discrete panel data, the dynamic relationship between successive observations is often of intere...
This article develops a method for implementing a simulated multivariate random-effects probit model...
This paper presents a convenient shortcut method for implementing the Heckman estimator of the dynam...
We analyze the finite sample properties of maximum likelihood estimators for dynamic panel data mode...
"We present a new specification for the multinomial multiperiod Probit model with autocorrelated err...
We discuss the estimation of a regression model with an ordered-probit selection rule. We have writt...
This paper investigates using maximum simulated likelihood (MSL) estimation for random-effects dynam...
This paper investigates using maximum simulated likelihood (MSL) estimation for random-effects dynam...
This paper investigates the use of Maximum Simulated Likelihood estima-tion for random effects dynam...
This paper implements the estimation of dynamic probit correlated random effects (CRE) models with u...
I present the bireprob command, which fits a bivariate random-effects probit model. bireprob enables...
We discuss the application of the GHK simulation method for maximum likelihood estimation of the mul...
In this paper it is shown that using the maximum likelihood (ML) principle for the estimation of mul...
We discuss computational issues in the sequential probit model that have limited its use in applied ...
In this paper it is shown that using the maximum likelihood (ML) principle for the estimation of mul...
For discrete panel data, the dynamic relationship between successive observations is often of intere...
This article develops a method for implementing a simulated multivariate random-effects probit model...
This paper presents a convenient shortcut method for implementing the Heckman estimator of the dynam...
We analyze the finite sample properties of maximum likelihood estimators for dynamic panel data mode...
"We present a new specification for the multinomial multiperiod Probit model with autocorrelated err...
We discuss the estimation of a regression model with an ordered-probit selection rule. We have writt...