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Simulation of multivariate normal rectangle probabilities and their derivatives theoretical and computational results

, , and . Journal of Econometrics, 72 (1-2): 85--134 (00 1996)

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Simulation of multivariate normal rectangle probabilities and their derivatives theoretical and computational results, , and . Journal of Econometrics, 72 (1-2): 85--134 (00 1996)Editors' introduction, and . Journal of Econometrics, 56 (1-2): 1--3 (March 1993)Tests of specification in econometrics. Econometric Reviews, 3 (2): 211--242 (1984)Handbook of Econometrics, and . Volume 4, chapter Chapter 40 Classical estimation methods for LDV models using simulation, page 2383--2441. Elsevier, (1994)Reply. Econometric Reviews, 3 (2): 269--276 (1984)Specifying and testing econometric models for rank-ordered data, and . Journal of Econometrics, 34 (1-2): 83--104 (00 1987)On the appropriateness of endogenous switching, and . Journal of Econometrics, 16 (2): 249--256 (June 1981)Extensions of estimation methods using the EM algorithm. Journal of Econometrics, 49 (3): 305--341 (September 1991)A simple lagrange multiplier test for lognormal regression, and . Economics Letters, 4 (3): 251--255 (1979)On the uniqueness of the maximum likelihood estimator, and . Economics Letters, 75 (2): 209--217 (April 2002)