Statistical inference in the multinomial multiperiod probit model
type: Item
instance of: scholarly article
title: Statistical inference in the multinomial multiperiod probit model
zbMATH Open document ID: 0898.62140
DOI: 10.1016/S0304-4076(97)00005-5
author: John Geweke
author: Michael Keane
author: David E. Runkle
published in: Journal of Econometrics
publication date: 1998-11-03T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 65C99
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 1062727
zbMATH Keywords: Bayesian inference
zbMATH Keywords: discrete choice
zbMATH Keywords: method of simulated moments
zbMATH Keywords: panel data
zbMATH Keywords: multinomial multiperiod probit models
zbMATH Keywords: Gibbs sampling
zbMATH Keywords: data augmentation
zbMATH Keywords: simulated maximum likelihood
Wikidata QID: Q60155242
MaRDI profile type: Publication
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full work available at URL: s0304-4076(97)00005-5
OpenAlex ID: W2081597971
description: scientific article; zbMATH DE number 1062727