Maintaining symmetry of simulated likelihood functions
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References listed on IDEAS
- Chiou, Lesley & Walker, Joan L., 2007. "Masking identification of discrete choice models under simulation methods," Journal of Econometrics, Elsevier, vol. 141(2), pages 683-703, December.
- Ben-Akiva, M. & Bolduc, D. & Bradley, M., 1993. "Estimation of Travel Choice Models with Randomly Distributed Values of Time," Papers 9303, Laval - Recherche en Energie.
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KeywordsQuasi-Monte Carlo integration; Antithetic draws; Likelihood Ratio tests; simulated likelihood; panel mixed multinomial logit; Halton draws;
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C25 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions; Probabilities
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-12-04 (All new papers)
- NEP-DCM-2010-12-04 (Discrete Choice Models)
- NEP-ECM-2010-12-04 (Econometrics)
- NEP-ORE-2010-12-04 (Operations Research)
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