Semi-parametric estimation of multinomial choice model with unobserved heterogeneity

DOI10.1080/03610926.2021.1901923OpenAlexW3155649998MaRDI QIDQ5057341

Changbiao Liu

Publication date: 16 December 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2021.1901923

zbMATH Keywords

individual heterogeneitysemi-parametricfixed effectmultinomial choice model

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Cube root asymptotics
• Semiparametric analysis of discrete response. Asymptotic properties of the maximum score estimator
• Non-parametric analysis of a generalized regression model. The maximum rank correlation estimator
• Maximum score estimation of the stochastic utility model of choice
• Rank estimators for monotonic index models
• Semiparametric maximum likelihood estimation of polychotomous and sequential choice models
• Differential evolution -- a simple and efficient heuristic for global optimization over continuous spaces
• Semiparametric estimation of the random utility model with rank-ordered choice data
• Analysis of Covariance with Qualitative Data
• A Smoothed Maximum Score Estimator for the Binary Response Model
• Estimating Semi-Parametric Panel Multinomial Choice Models Using Cyclic Monotonicity
• An Efficient Semiparametric Estimator for Binary Response Models
• The Limiting Distribution of the Maximum Rank Correlation Estimator
• Smoothed maximum score estimation with nonparametrically generated covariates

This page was built for publication: Semi-parametric estimation of multinomial choice model with unobserved heterogeneity