Discrete and Continuous Choice, Max-Stable Processes, and Independence from Irrelevant Attributes
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Publication:4316539
DOI10.2307/2951512zbMATH Open0812.90024OpenAlexW2013237837MaRDI QIDQ4316539FDOQ4316539
Authors: John K. Dagsvik 
Publication date: 15 May 1995
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/4b5e745e3c631878ac09e74008408839f4592167
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generalized extreme value modelrandom utilitieschoice of attributesdiscrete and continuous choice setsmax- stable processesstochastic demand functions
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- What independent random utility representations are equivalent to the IIA assumption?
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- Random utility models and their applications: Recent developments
- DISCRETE CHOICE AND RATIONAL INATTENTION: A GENERAL EQUIVALENCE RESULT
- Invariance axioms and functional form restrictions in structural models
- Structural estimation of real options models
- Invariance of conditional maximum utility
- Matching in closed-form: equilibrium, identification, and comparative statics
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- Leader and maximum independence for a class of discrete choice models
- Ignoring information in binary choice with continuous variables: When is less ``more?
- Utility of income as a random function: behavioral characterization and empirical evidence
- The impact of competition on prices with numerous firms
- Persistency model and its applications in choice modeling
- Making Sen's capability approach operational: a random scale framework
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- Discrete Choice in Continuous Time: Implications of an Intertemporal Version of the Iia Property
- Bayesian inference and model comparison for random choice structures
- Discrete choice and stochastic utility maximization
- Justification of functional form assumptions in structural models: applications and testing of qualitative measurement axioms
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