Smooth unbiased multivariate probability simulators for maximum likelihood estimation of limited dependent variable models

Axel Borsch-Supan and Vassilis Hajivassiliou

Journal of Econometrics, 1993, vol. 58, issue 3, 347-368

Date: 1993
References: Add references at CitEc
Citations: View citations in EconPapers (292)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0304-4076(93)90049-B
Full text for ScienceDirect subscribers only

Related works:
Working Paper: Smooth Unbiased Multivariate Probability Simulators for Maximum Likelihood Estimation of Limited Dependent Variable Models (1990)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:58:y:1993:i:3:p:347-368

Access Statistics for this article

Journal of Econometrics is currently edited by T. Amemiya, A. R. Gallant, J. F. Geweke, C. Hsiao and P. M. Robinson

More articles in Journal of Econometrics from Elsevier
Bibliographic data for series maintained by Catherine Liu ().