A computationally fast estimator for semiparametric multinomial choice model

DOI10.1080/03610918.2020.1711951zbMath1489.62375OpenAlexW3000644445WikidataQ126334926 ScholiaQ126334926MaRDI QIDQ5866163

Changbiao Liu, Jun Wang

Publication date: 13 June 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2020.1711951

zbMATH Keywords

semiparametricdiscrete choice modelsindividual heterogeneityfixed effect

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Nonparametric estimation (62G05)

Cites Work

• Unnamed Item
• Maximum score estimation of the stochastic utility model of choice
• Estimating Semi-Parametric Panel Multinomial Choice Models Using Cyclic Monotonicity

This page was built for publication: A computationally fast estimator for semiparametric multinomial choice model