Discrete Choice Methods with Simulation

DOI10.1080/07474938.2014.975634zbMath1490.00007OpenAlexW2277429884MaRDI QIDQ5864371

Florian Heiss

Publication date: 7 June 2022

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474938.2014.975634

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Research exposition (monographs, survey articles) pertaining to statistics (62-02) External book reviews (00A17) Applications of statistics (62Pxx)

Related Items

Coopetition between TTA and OTA based on multinomial logit choice model

Uses Software

• nwSpGr

Cites Work

• Efficient high-dimensional importance sampling
• Likelihood approximation by numerical integration on sparse grids
• Semiparametric maximum likelihood estimation of polychotomous and sequential choice models
• Discrete Choice Methods with Simulation
• The panel probit model: Adaptive integration on sparse grids
• Semiparametric Estimation of Monotone and Concave Utility Functions for Polychotomous Choice Models
• Sparse grids
• Unnamed Item