摘要 : In structural dynamic discrete choice models, Monte Carlo integration has been the only way to evaluate the expectation of the maximum when errors are normally distributed. In this paper, however, I show that the expectation of th... 展开
作者 | Eggleston~ Jonathan |
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作者单位 | |
期刊名称 | 《Journal of Econometrics》 |
总页数 | 14 |
语种/中图分类号 | 英语 / F |
关键词 | Expectation of the maximum Emax Multivariate normal Monte Carlo integration Dynamic structural models |
馆藏号 | N2008EPST0008768 |