Bayesian Inference and Model Comparison for Random Choice Structures
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Other versions of this item:
- McCAUSLAND, William & MARLEY, A. A. J., 2013. "Bayesian inference and model comparison for ramdom choice structures," Cahiers de recherche 2013-06, Universite de Montreal, Departement de sciences economiques.
References listed on IDEAS
- Geweke, John, 1989. "Bayesian Inference in Econometric Models Using Monte Carlo Integration," Econometrica, Econometric Society, vol. 57(6), pages 1317-1339, November.
- Dagsvik, John K, 1994. "Discrete and Continuous Choice, Max-Stable Processes, and Independence from Irrelevant Attributes," Econometrica, Econometric Society, vol. 62(5), pages 1179-1205, September.
More about this item
KeywordsRandom utility; discrete choice; Bayesian inference; MCMC;
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C35 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- D01 - Microeconomics - - General - - - Microeconomic Behavior: Underlying Principles
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-DCM-2013-08-31 (Discrete Choice Models)
- NEP-ECM-2013-08-31 (Econometrics)
- NEP-ORE-2013-08-31 (Operations Research)
- NEP-UPT-2013-08-31 (Utility Models & Prospect Theory)
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