Specification test on mixed logit models

DOI10.1016/J.JECONOM.2020.03.015MaRDI QIDQ2227072zbMATH OpenOpenAlexFDO

Authors Jinyong Hahn, Josh Lustig, Jerry Hausman

Publication date 9 February 2021

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

Full work available at URL http://hdl.handle.net/10419/189800

zbMATH Keywords

specification testmultinomial choice model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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• Specification Tests for the Multinomial Logit Model
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• Testing for discrete choice models

Cites work

• scientific article; zbMATH DE number 854575 (Why is no real title available?)
• A Bayesian mixed logit-probit model for multinomial choice
• A Conditional Probit Model for Qualitative Choice: Discrete Decisions Recognizing Interdependence and Heterogeneous Preferences
• A method of moments interpretation of sequential estimators
• Additional information for: ``Comments on ``Alternative models of demand for automobiles by Charlotte Wojcik
• Asymptotic efficiency in estimation with conditional moment restrictions
• Asymptotic theory for differentiated products demand models with many markets
• Automobile Prices in Market Equilibrium
• Econometric analysis of cross section and panel data.
• Exact and Approximate Stepdown Methods for Multiple Hypothesis Testing
• Generalized method of moments specification testing
• Maximum Likelihood Estimation of Misspecified Models
• Maximum Likelihood Specification Testing and Conditional Moment Tests
• Specification Tests for the Multinomial Logit Model
• Specification Tests in Econometrics
• Taste Variation in Discrete Choice Models

Cited in

(4)

• Specification Tests for the Multinomial Logit Model
• Regression-based specification tests for the multinomial logit model
• Multinomial Logit Specification Tests
• A note on specification tests for the multinomial logit model

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