Detecting price thresholds in choice models using a semi-parametric approach

DOI10.1007/s00291-012-0313-4zbMath1290.91063OpenAlexW2066269065WikidataQ59394917 ScholiaQ59394917MaRDI QIDQ2454361

Yasemin Boztuğ, Kalyan Raman, Lutz Hildebrandt

Publication date: 13 June 2014

Published in: OR Spectrum (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00291-012-0313-4

zbMATH Keywords

loss aversionthresholdmultinomial logit modelsemi-parametric estimationreference price

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (1)

The benefits of incorporating utility dependencies in finite mixture probit models

Cites Work

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• A Bayesian multidimensional scaling procedure for the spatial analysis of revealed choice data
• The Framing of Decisions and the Psychology of Choice
• Prospect Theory: An Analysis of Decision under Risk
• Miscellanea. Efficient estimation of additive nonparametric regression models

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