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Simulation Methods for Probit and Related Models Based on Convenient Error Partitioning

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  • Train, Kenneth E.

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  • Train, Kenneth E., 1995. "Simulation Methods for Probit and Related Models Based on Convenient Error Partitioning," Department of Economics, Working Paper Series qt94h8x4gd, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
    • Handle: RePEc:cdl:econwp:qt94h8x4gd
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    1. Borsch-Supan, Axel & Hajivassiliou, Vassilis A., 1993. "Smooth unbiased multivariate probability simulators for maximum likelihood estimation of limited dependent variable models," Journal of Econometrics, Elsevier, vol. 58(3), pages 347-368, August.
    2. Bolduc, D., 1990. "Autoregressive Alternatives in the Multinomial Probit Model," Papers 9013, Laval - Recherche en Energie.
    3. Hausman, Jerry A & Wise, David A, 1978. "A Conditional Probit Model for Qualitative Choice: Discrete Decisions Recognizing Interdependence and Heterogeneous Preferences," Econometrica, Econometric Society, vol. 46(2), pages 403-426, March.
    4. Carlos F. Daganzo & Fernando Bouthelier & Yosef Sheffi, 1977. "Multinomial Probit and Qualitative Choice: A Computationally Efficient Algorithm," Transportation Science, INFORMS, vol. 11(4), pages 338-358, November.
    5. Stern, Steven, 1992. "A Method for Smoothing Simulated Moments of Discrete Probabilities in Multinomial Probit Models," Econometrica, Econometric Society, vol. 60(4), pages 943-952, July.
    6. Vassilis A. Hajivassiliou & Daniel L. McFadden, 1998. "The Method of Simulated Scores for the Estimation of LDV Models," Econometrica, Econometric Society, vol. 66(4), pages 863-896, July.
    7. Charles E. Clark, 1961. "The Greatest of a Finite Set of Random Variables," Operations Research, INFORMS, vol. 9(2), pages 145-162, April.
    8. Bolduc, Denis, 1992. "Generalized autoregressive errors in the multinomial probit model," Transportation Research Part B: Methodological, Elsevier, vol. 26(2), pages 155-170, April.
    9. Hajivassiliou, Vassilis & McFadden, Daniel & Ruud, Paul, 1996. "Simulation of multivariate normal rectangle probabilities and their derivatives theoretical and computational results," Journal of Econometrics, Elsevier, vol. 72(1-2), pages 85-134.
    10. Daniel McFadden, 1977. "Modelling the Choice of Residential Location," Cowles Foundation Discussion Papers 477, Cowles Foundation for Research in Economics, Yale University.
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    Cited by:

    1. Brownstone, David & Train, Kenneth, 1999. "Forecasting new product penetration with flexible substitution patterns," Department of Economics, Working Paper Series qt3tb6j874, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
    2. Brownstone, David & Train, Kenneth, 1998. "Forecasting new product penetration with flexible substitution patterns," Journal of Econometrics, Elsevier, vol. 89(1-2), pages 109-129, November.
    3. Brownstone, David & Bunch, David S. & Train, Kenneth, 2000. "Joint mixed logit models of stated and revealed preferences for alternative-fuel vehicles," Transportation Research Part B: Methodological, Elsevier, vol. 34(5), pages 315-338, June.
    4. Daniel McFadden & Kenneth Train, 2000. "Mixed MNL models for discrete response," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(5), pages 447-470.
    5. Bhat, Chandra R., 2003. "Simulation estimation of mixed discrete choice models using randomized and scrambled Halton sequences," Transportation Research Part B: Methodological, Elsevier, vol. 37(9), pages 837-855, November.
    6. Brownstone, David, 2001. "Discrete Choice Modeling for Transportation," University of California Transportation Center, Working Papers qt29v7d1pk, University of California Transportation Center.
    7. Brownston, David & Bunch, David S. & Train, Kenneth, 1999. "Joint mixed logit models of stated and revealed preferences for alternative-fuel vehicles," Department of Economics, Working Paper Series qt7rf7s3nx, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
    8. Eric Weese, 2011. "Political Mergers as Coalition Formation," Working Papers 997, Economic Growth Center, Yale University.
    9. Zhenshan Chen & Stephen K. Swallow & Ian T. Yue, 2020. "Non-participation and Heterogeneity in Stated: A Double Hurdle Latent Class Approach for Climate Change Adaptation Plans and Ecosystem Services," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 77(1), pages 35-67, September.
    10. Siros Tongchure, 2013. "Cassava Smallholders’ Participation in Contract Farming in Nakhon Ratchasrima Province, Thailand," Journal of Social and Development Sciences, AMH International, vol. 4(7), pages 332-338.

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