Simulated maximum likelihood estimation for discrete choices using transformed simulated frequencies

DOI10.1016/j.jeconom.2014.12.009zbMath1337.91128OpenAlexW2132767219MaRDI QIDQ494378

Donghoon Lee, Kyungchul Song

Publication date: 1 September 2015

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2014.12.009

zbMATH Keywords

discrete choice modelscube-root asymptoticssimulated frequenciessimulated MLEsimulation bias

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Numerical methods (including Monte Carlo methods) (91G60)

Related Items (1)

Estimation of heuristic switching in behavioral macroeconomic models

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