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Keyword: limited dependent variable models;
3 results found.
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V A Hajivassiliou, Frédérique Savignac and Frédérique Savignac
We develop novel methods for establishing coherency conditions in Static and Dynamic Limited Dependent Variables (LDV) Models. We propose estimation strategies based on Conditional Maximum Likelihood Estimation for simul...Read more...
5 November 2019
V A Hajivassiliou
In this paper, I explore ways of recapturing the efficiency property for estimators that rely on simulation. In particular, I show that this can be achieved by exploiting two-step maximum stimulated likelihood (SL) estim...Read more...
V A Hajivassiliou and DL McFadden
The method of simulated scores (MSS) is presented for estimating limited dependent variables models (LDV) with flexible correlation structure in the unobservables. We propose simulators that are continuous in the unknown...Read more...