Paul A. Ruud
CFDPs
CFDP 1051 | Vassilis A. Hajivassiliou, Paul A. Ruud, "Classical Estimation Methods for LDV Models Using Simulation," (July 1993) [46pp, Abstract] | |
CFDP 1021R | Vassilis A. Hajivassiliou, Daniel McFadden, Paul A. Ruud, "Simulation of Multivariate Normal Orthant Probabilities: Theoretical and Computational Results," (May 1992, revised October 1994) [43pp, Abstract] (See: 924) |
CFPs
CFP 924 | Vassilis A. Hajivassiliou, Daniel McFadden, Paul A. Ruud, "Simulation of Multivariate Normal Rectangle Probabilities and Their Derivatives: Theoretical and Computational Results," Journal of Econometrics, 72(1-2): 85-134 (See CFDP 1021R) | |
CFP 886 | Vassilis A. Hajivassiliou, Paul A. Ruud, "Classical Estimation Methods for LDV Models Using Simulation," 2384-2441 (in R. F. Engle and D. L. McFadden, eds., Handbook of Econometrics, Vol. 4, 1994, North-Holland) (See CFDP 1051) |