A Gibbs sampler for mixed logit analysis of differentiated product markets using aggregate data
From MaRDI portal
Publication:883131
DOI10.1007/S10614-006-9074-YzbMath1291.91174OpenAlexW2019217105MaRDI QIDQ883131
Publication date: 31 May 2007
Published in: Computational Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10614-006-9074-y
Numerical analysis or methods applied to Markov chains (65C40) Statistical methods; economic indices and measures (91B82)
Related Items (2)
Bayesian analysis of random coefficient logit models using aggregate data ⋮ A computationally efficient fixed point approach to dynamic structural demand estimation
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Smooth unbiased multivariate probability simulators for maximum likelihood estimation of limited dependent variable models
- Simple conditions for the convergence of the Gibbs sampler and Metropolis-Hastings algorithms
- An empirical analysis of earnings dynamics among men in the PSID: 1968--1989
- Inference from iterative simulation using multiple sequences
- Markov chains for exploring posterior distributions. (With discussion)
- Practical Markov Chain Monte Carlo
- Sampling-Based Approaches to Calculating Marginal Densities
- A Conditional Probit Model for Qualitative Choice: Discrete Decisions Recognizing Interdependence and Heterogeneous Preferences
- A Computationally Practical Simulation Estimator for Panel Data
- Limit Theorems for Estimating the Parameters of Differentiated Product Demand Systems
- Automobile Prices in Market Equilibrium
- Bayesian Analysis of Binary and Polychotomous Response Data
- Vertical Relationships between Manufacturers and Retailers: Inference with Limited Data
This page was built for publication: A Gibbs sampler for mixed logit analysis of differentiated product markets using aggregate data