Masking identification of discrete choice models under simulation methods

DOI10.1016/J.JECONOM.2006.10.012MaRDI QIDQ289179zbMATH OpenOpenAlexFDO

Authors Lesley Chiou, Joan L. Walker

Publication date 27 May 2016

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jeconom.2006.10.012

zbMATH Keywords

identificationdiscrete choicesimulation methods

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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Cites work

• Automobile Prices in Market Equilibrium
• Discrete Choice Methods with Simulation
• Forecasting new product penetration with flexible substitution patterns
• On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals
• Smooth unbiased multivariate probability simulators for maximum likelihood estimation of limited dependent variable models
• The Consumer Gains from Direct Broadcast Satellites and the Competition with Cable TV

Cited in

(4)

• Approximations of choice probabilities in mixed logit models
• Identification-robust simulation-based inference in joint discrete/continuous models for energy markets
• Likelihood approximation by numerical integration on sparse grids
• On scrambled Halton sequences

Describes a project that uses

Uses Software

• BIOGEME

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