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)

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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)