Title of article
A simulated likelihood estimator for qualitative response models with sufficient statistics
Author/Authors
Lung-fei Lee، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1997
Pages
10
From page
23
To page
32
Abstract
This article proposes simulated likelihood approaches which take into account the presence of sufficient statistics in a qualitative response model. The proposed simulated likelihood estimators can be computationally less expensive and statistically efficient relative to existing ones. Besides theoretical analysis, Monte Carlo results provide some evidence
Keywords
discrete choice , Sufficient statistics , Discrete processes , Dependent simulator , Simulated likelihood
Journal title
Economics Letters
Serial Year
1997
Journal title
Economics Letters
Record number
434419
Link To Document