FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2483959579> ?p ?o ?g. }

• W2483959579 endingPage "64" @default.
• W2483959579 startingPage "41" @default.
• W2483959579 abstract "In empirical research, panel (and multinomial) probit models are leading examples for the use of maximum simulated likelihood estimators. The Geweke–Hajivassiliou–Keane (GHK) simulator is the most widely used technique for this type of problem. This chapter suggests an algorithm that is based on GHK but uses an adaptive version of sparse-grids integration (SGI) instead of simulation. It is adaptive in the sense that it uses an automated change-of-variables to make the integration problem numerically better behaved along the lines of efficient importance sampling (EIS) and adaptive univariate quadrature. The resulting integral is approximated using SGI that generalizes Gaussian quadrature in a way such that the computational costs do not grow exponentially with the number of dimensions. Monte Carlo experiments show an impressive performance compared to the original GHK algorithm, especially in difficult cases such as models with high intertemporal correlations." @default.
• W2483959579 created "2016-08-23" @default.
• W2483959579 creator A5065591690 @default.
• W2483959579 date "2010-01-01" @default.
• W2483959579 modified "2023-09-24" @default.
• W2483959579 title "The panel probit model: Adaptive integration on sparse grids" @default.
• W2483959579 cites W1973144438 @default.
• W2483959579 cites W1981743146 @default.
• W2483959579 cites W1983781823 @default.
• W2483959579 cites W1988644013 @default.
• W2483959579 cites W1994828281 @default.
• W2483959579 cites W1997460040 @default.
• W2483959579 cites W2010111476 @default.
• W2483959579 cites W2017244696 @default.
• W2483959579 cites W2019302713 @default.
• W2483959579 cites W2042741039 @default.
• W2483959579 cites W2046376969 @default.
• W2483959579 cites W2057565703 @default.
• W2483959579 cites W2068852650 @default.
• W2483959579 cites W2080602681 @default.
• W2483959579 cites W2081597971 @default.
• W2483959579 cites W2085240067 @default.
• W2483959579 cites W2106828713 @default.
• W2483959579 cites W2120606562 @default.
• W2483959579 cites W4255975175 @default.
• W2483959579 doi "https://doi.org/10.1108/s0731-9053(2010)0000026006" @default.
• W2483959579 hasPublicationYear "2010" @default.
• W2483959579 type Work @default.
• W2483959579 sameAs 2483959579 @default.
• W2483959579 citedByCount "9" @default.
• W2483959579 countsByYear W24839595792013 @default.
• W2483959579 countsByYear W24839595792014 @default.
• W2483959579 countsByYear W24839595792015 @default.
• W2483959579 countsByYear W24839595792016 @default.
• W2483959579 countsByYear W24839595792020 @default.
• W2483959579 countsByYear W24839595792021 @default.
• W2483959579 crossrefType "book-chapter" @default.
• W2483959579 hasAuthorship W2483959579A5065591690 @default.
• W2483959579 hasConcept C105795698 @default.
• W2483959579 hasConcept C111350023 @default.
• W2483959579 hasConcept C11413529 @default.
• W2483959579 hasConcept C119599485 @default.
• W2483959579 hasConcept C119857082 @default.
• W2483959579 hasConcept C121332964 @default.
• W2483959579 hasConcept C126255220 @default.
• W2483959579 hasConcept C127349201 @default.
• W2483959579 hasConcept C127413603 @default.
• W2483959579 hasConcept C13153151 @default.
• W2483959579 hasConcept C132725507 @default.
• W2483959579 hasConcept C134306372 @default.
• W2483959579 hasConcept C149782125 @default.
• W2483959579 hasConcept C156439662 @default.
• W2483959579 hasConcept C161584116 @default.
• W2483959579 hasConcept C163716315 @default.
• W2483959579 hasConcept C167196314 @default.
• W2483959579 hasConcept C185429906 @default.
• W2483959579 hasConcept C192065140 @default.
• W2483959579 hasConcept C19499675 @default.
• W2483959579 hasConcept C199163554 @default.
• W2483959579 hasConcept C27016315 @default.
• W2483959579 hasConcept C28826006 @default.
• W2483959579 hasConcept C33923547 @default.
• W2483959579 hasConcept C41008148 @default.
• W2483959579 hasConcept C48265008 @default.
• W2483959579 hasConcept C52740198 @default.
• W2483959579 hasConcept C62520636 @default.
• W2483959579 hasConcept C62869609 @default.
• W2483959579 hasConcept C67257552 @default.
• W2483959579 hasConceptScore W2483959579C105795698 @default.
• W2483959579 hasConceptScore W2483959579C111350023 @default.
• W2483959579 hasConceptScore W2483959579C11413529 @default.
• W2483959579 hasConceptScore W2483959579C119599485 @default.
• W2483959579 hasConceptScore W2483959579C119857082 @default.
• W2483959579 hasConceptScore W2483959579C121332964 @default.
• W2483959579 hasConceptScore W2483959579C126255220 @default.
• W2483959579 hasConceptScore W2483959579C127349201 @default.
• W2483959579 hasConceptScore W2483959579C127413603 @default.
• W2483959579 hasConceptScore W2483959579C13153151 @default.
• W2483959579 hasConceptScore W2483959579C132725507 @default.
• W2483959579 hasConceptScore W2483959579C134306372 @default.
• W2483959579 hasConceptScore W2483959579C149782125 @default.
• W2483959579 hasConceptScore W2483959579C156439662 @default.
• W2483959579 hasConceptScore W2483959579C161584116 @default.
• W2483959579 hasConceptScore W2483959579C163716315 @default.
• W2483959579 hasConceptScore W2483959579C167196314 @default.
• W2483959579 hasConceptScore W2483959579C185429906 @default.
• W2483959579 hasConceptScore W2483959579C192065140 @default.
• W2483959579 hasConceptScore W2483959579C19499675 @default.
• W2483959579 hasConceptScore W2483959579C199163554 @default.
• W2483959579 hasConceptScore W2483959579C27016315 @default.
• W2483959579 hasConceptScore W2483959579C28826006 @default.
• W2483959579 hasConceptScore W2483959579C33923547 @default.
• W2483959579 hasConceptScore W2483959579C41008148 @default.
• W2483959579 hasConceptScore W2483959579C48265008 @default.
• W2483959579 hasConceptScore W2483959579C52740198 @default.
• W2483959579 hasConceptScore W2483959579C62520636 @default.
• W2483959579 hasConceptScore W2483959579C62869609 @default.
• W2483959579 hasConceptScore W2483959579C67257552 @default.

• next