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同时不完备与不相容的动态有限因变量模型：融资约束与企业创新AI 解读

We develop novel methods for establishing coherency and completeness conditions in Static and Dynamic Limited Dependent Variables (LDV) Models. We characterize the two distinct problems as “empty-region” incoherency and “overlap-region” incoherency or incompleteness and show that the two properties can co-exist. We focus on the class of models that can be Simultaneously Incomplete and Incoherent (SII). We propose estimation strategies based on Conditional Maximum Likelihood…

多元正态矩形概率及其导数的模拟：理论与计算结果AI 解读

An extensive literature in econometrics and in numerical analysis has considered the problem of evaluating the multiple integral P(B; μ, Ω) = ∝ab n(v − μ, Ω)dv ≡ Ev1(V ϵ B), where V is a m-dimensional normal vector with mean μ, covariance matrix Ω, and density n(v − μ, Ω), and 1(V ϵ B) is an indicator for the event B = (V¦a < V < b). A leading case of such an integral is the negative orthant probability, where B = (V ¦V < 0). The problem is computationally difficult except…