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

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

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File URL: http://www.sciencedirect.com/science/article/B6VC0-40V4D9P-P/2/5219a11f0271d10d3da360317a40a479
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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
Contact details of provider: Web page: http://www.elsevier.com/locate/jeconom

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  1. Keane, Michael P, 1994. "A Computationally Practical Simulation Estimator for Panel Data," Econometrica, Econometric Society, vol. 62(1), pages 95-116, January.
  2. Koop, Gary & Poirier, Dale J., 1993. "Bayesian analysis of logit models using natural conjugate priors," Journal of Econometrics, Elsevier, vol. 56(3), pages 323-340, April.
  3. Siddhartha Chib & Edward Greenberg & Yuxin Chen, 1998. "MCMC Methods for Fitting and Comparing Multinomial Response Models," Econometrics 9802001, EconWPA, revised 06 May 1998.
  4. Poirier, Dale J., 1998. "Revising Beliefs In Nonidentified Models," Econometric Theory, Cambridge University Press, vol. 14(04), pages 483-509, August.
  5. Keane, Michael P, 1992. "A Note on Identification in the Multinomial Probit Model," Journal of Business & Economic Statistics, American Statistical Association, vol. 10(2), pages 193-200, April.
  6. Dansie, B. R., 1985. "Parameter estimability in the multinomial probit model," Transportation Research Part B: Methodological, Elsevier, vol. 19(6), pages 526-528, December.
  7. Bunch, David S., 1991. "Estimability in the Multinomial Probit Model," University of California Transportation Center, Working Papers qt1gf1t128, University of California Transportation Center.
  8. Nevo, Aviv, 1997. "Measuring Market Power Using Discrete Choice Models Of Demand: An Application To The Ready-To-Eat Cereal Industry," Proceedings: Strategy and Policy in the Food System: Emerging Issues, June 20-21, 1996, Washington, D.C. 25944, Regional Research Project NE-165 Private Strategies, Public Policies, and Food System Performance.
  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. 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.
  11. McCulloch, Robert & Rossi, Peter E., 1994. "An exact likelihood analysis of the multinomial probit model," Journal of Econometrics, Elsevier, vol. 64(1-2), pages 207-240.
  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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