Using a Laplace approximation to estimate the random coefficients logit model by non-linear least squares
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- Matthew C. Harding & Jerry Hausman, 2007. "Using A Laplace Approximation To Estimate The Random Coefficients Logit Model By Nonlinear Least Squares," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 48(4), pages 1311-1328, November.
- Matthew C. Harding & Jerry Hausman, 2006. "Using a Laplace approximation to estimate the random coefficients logit model by non-linear least squares," CeMMAP working papers CWP20/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
References listed on IDEAS
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- Bordley, Robert F., 2011. "An anti-ideal point representation of economic discrete choice models," Economics Letters, Elsevier, vol. 110(1), pages 60-63, January.
- Bhat, Chandra R., 2012. "Recent developments in discrete choice model formulation, estimation, and inference," Transportation Research Part B: Methodological, Elsevier, vol. 46(2), pages 273-275.
- Burda, Martin & Harding, Matthew & Hausman, Jerry, 2008.
"A Bayesian mixed logit-probit model for multinomial choice,"
Journal of Econometrics,
Elsevier, vol. 147(2), pages 232-246, December.
- Martin Burda & Matthew C. Harding & Jerry Hausman, 2008. "A Bayesian mixed logit-probit model for multinomial choice," CeMMAP working papers CWP23/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Cherchi, Elisabetta & Guevara, Cristian Angelo, 2012. "A Monte Carlo experiment to analyze the curse of dimensionality in estimating random coefficients models with a full variance–covariance matrix," Transportation Research Part B: Methodological, Elsevier, vol. 46(2), pages 321-332.
- Matzkin, Rosa L., 2012. "Identification in nonparametric limited dependent variable models with simultaneity and unobserved heterogeneity," Journal of Econometrics, Elsevier, vol. 166(1), pages 106-115.
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