Simulation of multivariate normal rectangle probabilities and their derivatives theoretical and computational results

Vassilis Hajivassiliou, Daniel McFadden and Paul Ruud

Journal of Econometrics, 1996, vol. 72, issue 1-2, 85-134

Date: 1996
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (254)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0304-4076(94)01716-6
Full text for ScienceDirect subscribers only

Related works:
Working Paper: Simulation of Multivariate Normal Rectangle Probabilities and their Derivatives: Theoretical and Computational Results (1993)
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:72:y:1996:i:1-2:p:85-134

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 ().