Alternative Computational Approaches to Statistical Inference In The Multinomial Probit Model

Publisher:
Mit Press
Publication Type:
Journal Article
Citation:
Review Of Economics And Statistics, 1994, 76 (4), pp. 609 - 632
Issue Date:
1994-01
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This research compares several approaches to inference in the multinomial probit model, based on two Monte Carlo experiments for a seven choice model. The methods compared are the simulated maximum likelihood estimator using the GHK recursive probabilit
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