Estimación del Modelo Probit Multivariante: Una Mejora

Martin Vargas
Authors registered in the RePEc Author Service: Martin Harry Vargas Barrenechea ()

MPRA Paper from University Library of Munich, Germany

Abstract: In this work we found first and second derivative from the log likelihood function of the Multivariate Probit model Multivariante, later these derivatives are implement in Ox to measure the impact of the use of analytical derivatives on the time of estimation in this class of models. En este trabajo encontramos primeras y segundas derivadas del Logaritmo de Verosimilitud del modelo Probit Multivariante, despues estas derivadas son implementadas en Ox para medir el impacto del uso de derivadas analiticas sobre el tiempo de estimación del modelo.

Keywords: Analytical Derivatives; Multivariate Probit; Econometrics; Ox; Multivariate Probit Log Likelihood (search for similar items in EconPapers)
JEL-codes: C35 C61 (search for similar items in EconPapers)
Date: 2003
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https://mpra.ub.uni-muenchen.de/5241/1/MPRA_paper_5241.pdf revised version (application/pdf)

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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:591

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