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

Hajivassiliou, V.ORCID logo, McFadden, D. & Ruud, P. (1996). Simulation of multivariate normal rectangle probabilities and their derivatives theoretical and computational results. Journal of Econometrics, 72(1-2), 85-134. https://doi.org/10.1016/0304-4076(94)01716-6
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Item Type Article
Copyright holders © 1996 Elsevier Science
Departments LSE > Academic Departments > Economics
LSE > Research Centres > STICERD
DOI 10.1016/0304-4076(94)01716-6
Date Deposited 27 Mar 2008
URI https://researchonline.lse.ac.uk/id/eprint/3920

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