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Title: A Computationally Efficient Quadrature Procedure for the One-Factor Multinomial Probit Model
Resulting in 1 citation.
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Butler, J. S. Moffitt, Robert A. |
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A Computationally Efficient Quadrature Procedure for the One-Factor Multinomial Probit Model Econometrica 50,3 (May 1982): 761-764. Also: http://www.jstor.org/stable/1913405 Cohort(s): Young Women Publisher: Department of Economics, Northwestern University Keyword(s): Modeling, Probit; Research Methodology Permission to reprint the abstract has not been received from the publisher. In this note, the authors point out that the use of Gaussian quadrature is extremely efficient and is well within the bounds of computational feasibility on modern computers. They state the nature of the integrals that need to be evaluated, provide a brief exposition of Gaussian quadrature, and provide a numerical illustration of its use in estimating a one-factor multinomial probit model. |
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Bibliography Citation
Butler, J. S. and Robert A. Moffitt. "A Computationally Efficient Quadrature Procedure for the One-Factor Multinomial Probit Model." Econometrica 50,3 (May 1982): 761-764.
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