Discrete Choice Methods With Simulation

Klappentext This book describes the new generation of discrete choice methods! focusing on the many advances that are made possible by simulation. Zusammenfassung This book describes the new generation of discrete choice methods! focusing on the many advances that are made possible by simulation. Each of the major models is covered including logit! generalized extreme value! or GEV! probit! and mixed logit! plus a variety of specifications that build on these basics. Inhaltsverzeichnis 1. Introduction; Part I. Behavioral Models: 2. Properties; 3. Logit; 4. GEV; 5. Probit; 6. Mixed logit; 7. Variations on a theme; Part II. Estimation: 8. Numerical maximization; 9. Drawing from densities; 10. Simulation-assisted estimation; 11. Individual-level parameters; 12. Bayesian procedures; 13. Endogeneity; 14. EM algorithms.

Product details

• Authors: Kenneth Train, Kenneth E. Train, Kenneth E. (University of California Train, Train Kenneth E.
• Publisher: Cambridge University Press ELT
• Languages: English
• Product format: Hardback
• Released: 06.07.2009
• EAN: 9780521766555
• ISBN: 978-0-521-76655-5
• No. of pages: 400
• Subjects: Social sciences, law, business > Business > Economics; BUSINESS & ECONOMICS / Econometrics, Economic statistics, Probability & statistics, Econometrics, Decision theory: general, Econometrics and economic statistics