Discrete and Continuous Choice, Max-Stable Processes, and Independence from Irrelevant Attributes
From MaRDI portal
Publication:4316539
DOI10.2307/2951512zbMath0812.90024OpenAlexW2013237837MaRDI QIDQ4316539
Publication date: 15 May 1995
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/4b5e745e3c631878ac09e74008408839f4592167
generalized extreme value modelrandom utilitieschoice of attributesdiscrete and continuous choice setsmax- stable processesstochastic demand functions
Related Items
What independent random utility representations are equivalent to the IIA assumption?, Matching in closed-form: equilibrium, identification, and comparative statics, The impact of competition on prices with numerous firms, Invariance axioms and functional form restrictions in structural models, Making Sen's capability approach operational: a random scale framework, Justification of functional form assumptions in structural models: applications and testing of qualitative measurement axioms, Utility of income as a random function: behavioral characterization and empirical evidence, Structural estimation of real options models, Bayesian inference and model comparison for random choice structures, Random utility models and their applications: Recent developments
