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Simulated classical tests in multinomial probit models

Statistical PapersPublished 21 August 2007
Andreas Ziegler
Citations9
SJR quartileQ2
SJR score0.78
SNIP1.69

Abstract

Simulated classical tests, GHK simulator, One- and multiperiod multinomial probit models, Monte Carlo simulation,

Keywords

Decision SciencesMathematicsEconomics, Econometrics and Finance