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Simulation-based inference in dynamic panel probit models: An application to health

โœ Scribed by Paul Contoyannis; Andrew M. Jones; Nigel Rice


Publisher
Springer-Verlag
Year
2004
Tongue
English
Weight
339 KB
Volume
29
Category
Article
ISSN
0377-7332

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Simulation estimation of two-tiered dyna
โœ Sheng-Kai Chang ๐Ÿ“‚ Article ๐Ÿ“… 2009 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 141 KB

In this paper a computationally practical simulation estimator is proposed for the two-tiered dynamic panel Tobit model originally developed by Cragg (1971). The log-likelihood function simulated through procedures based on a recursive algorithm formulated by the Geweke-Hajivassiliou-Keane simulator