• 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