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A Bayesian analysis of the multinomial probit model with fully identified parameters

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  • McCulloch, Robert E.
  • Polson, Nicholas G.
  • Rossi, Peter E.

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Bibliographic Info

Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 99 (2000)
Issue (Month): 1 (November)
Pages: 173-193

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Handle: RePEc:eee:econom:v:99:y:2000:i:1:p:173-193

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Web page: http://www.elsevier.com/locate/jeconom

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References

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  1. Bunch, David S., 1991. "Estimability in the Multinomial Probit Model," University of California Transportation Center, Working Papers qt1gf1t128, University of California Transportation Center.
  2. Daniel McFadden, 1987. "A Method of Simulated Moments for Estimation of Discrete Response Models Without Numerical Integration," Working papers 464, Massachusetts Institute of Technology (MIT), Department of Economics.
  3. Dansie, B. R., 1985. "Parameter estimability in the multinomial probit model," Transportation Research Part B: Methodological, Elsevier, vol. 19(6), pages 526-528, December.
  4. McCulloch, Robert & Rossi, Peter E., 1994. "An exact likelihood analysis of the multinomial probit model," Journal of Econometrics, Elsevier, Elsevier, vol. 64(1-2), pages 207-240.
  5. Keane, Michael P, 1994. "A Computationally Practical Simulation Estimator for Panel Data," Econometrica, Econometric Society, Econometric Society, vol. 62(1), pages 95-116, January.
  6. Poirier, Dale J., 1998. "Revising Beliefs In Nonidentified Models," Econometric Theory, Cambridge University Press, vol. 14(04), pages 483-509, August.
  7. Aviv NEVO, 1997. "Measuring Market Power Using Discrete Choice Models Of Demand: An Application To The Ready-To-Eat Cereal Industry," Department of Resource Economics Regional Research Project 966, University of Massachusetts.
  8. Siddhartha Chib & Edward Greenberg & Yuxin Chen, 1998. "MCMC Methods for Fitting and Comparing Multinomial Response Models," Econometrics, EconWPA 9802001, EconWPA, revised 06 May 1998.
  9. Vassilis A. Hajivassiliou & Axel Borsch-Supan, 1990. "Smooth Unbiased Multivariate Probability Simulators for Maximum Likelihood Estimation of Limited Dependent Variable Models," Cowles Foundation Discussion Papers 960, Cowles Foundation for Research in Economics, Yale University.
  10. Koop, Gary & Poirier, Dale J., 1993. "Bayesian analysis of logit models using natural conjugate priors," Journal of Econometrics, Elsevier, Elsevier, vol. 56(3), pages 323-340, April.
  11. Keane, Michael P, 1992. "A Note on Identification in the Multinomial Probit Model," Journal of Business & Economic Statistics, American Statistical Association, American Statistical Association, vol. 10(2), pages 193-200, April.
  12. Bunch, David S., 1991. "Estimability in the multinomial probit model," Transportation Research Part B: Methodological, Elsevier, vol. 25(1), pages 1-12, February.
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