Multinomial probit estimation without nuisance parameters

DOI10.1111/1368-423X.00091zbMath1018.62106MaRDI QIDQ4416018

Jon A. Breslaw

Publication date: 7 August 2003

Published in: The Econometrics Journal (Search for Journal in Brave)

zbMATH Keywords

Monte Carlo simulationGibbs samplerrandom utility modeldiscrete choice modelsmultivariate normal distributionmultinomial logitmultinomial probitrank-ordered datasimulated EM algorithm

Mathematics Subject Classification ID

Related Items (1)

Partial ML estimation for spatial autoregressive nonlinear probit models with autoregressive disturbances

Cites Work

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• Simulation of multivariate normal rectangle probabilities and their derivatives. Theoretical and computational results
• CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS PRESENT ONLY UNDER THE ALTERNATIVE

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