Simulated Maximum Likelihood Estimation Of Dynamic Discrete Choice Statistical Models PDF Download
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Author | : Lung-Fei Lee |
Publisher | : |
Total Pages | : 0 |
Release | : 1994 |
Genre | : Monte Carlo method |
ISBN | : |
Download Simulated Maximum Likelihood Estimation of Dynamic Discrete Choice Statistical Models Book in PDF, ePub and Kindle
Author | : Phillipp Eisenhauer |
Publisher | : |
Total Pages | : 47 |
Release | : 2014 |
Genre | : Decision making |
ISBN | : |
Download Estimation of Dynamic Discrete Choice Models by Maximum Likelihood and the Simulated Method of Moments Book in PDF, ePub and Kindle
We compare the performance of maximum likelihood (ML) and simulated method of moments (SMM) estimation for dynamic discrete choice models. We construct and estimate a simplified dynamic structural model of education that captures some basic features of educational choices in the United States in the 1980s and early 1990s. We use estimates from our model to simulate a synthetic dataset and assess the ability of ML and SMM to recover the model parameters on this sample. We investigate the performance of alternative tuning parameters for SMM.
Author | : Philipp Eisenhauer |
Publisher | : |
Total Pages | : 47 |
Release | : 2014 |
Genre | : |
ISBN | : |
Download Estimation Od Dynamic Discrete Choice Models by Maximum Likelihood and the Simulated Method of Moments Book in PDF, ePub and Kindle
Author | : Kenneth E. Train |
Publisher | : Cambridge University Press |
Total Pages | : 399 |
Release | : 2009-06-30 |
Genre | : Business & Economics |
ISBN | : 1139480375 |
Download Discrete Choice Methods with Simulation Book in PDF, ePub and Kindle
This book describes the new generation of discrete choice methods, focusing on the many advances that are made possible by simulation. Researchers use these statistical methods to examine the choices that consumers, households, firms, and other agents make. Each of the major models is covered: logit, generalized extreme value, or GEV (including nested and cross-nested logits), probit, and mixed logit, plus a variety of specifications that build on these basics. Recent advances in Bayesian procedures are explored, including the use of the Metropolis-Hastings algorithm and its variant Gibbs sampling. This second edition adds chapters on endogeneity and expectation-maximization (EM) algorithms. No other book incorporates all these fields, which have arisen in the past 25 years. The procedures are applicable in many fields, including energy, transportation, environmental studies, health, labor, and marketing.
Author | : Lung-Fei Lee |
Publisher | : |
Total Pages | : 23 |
Release | : 1993 |
Genre | : Estimation theory |
ISBN | : |
Download Simulated Maximum Likelihood Estimation of Discrete Models with Group Data Book in PDF, ePub and Kindle
Author | : Lung-Fei Lee |
Publisher | : |
Total Pages | : 26 |
Release | : 1992 |
Genre | : Estimation theory |
ISBN | : |
Download Asymptotic Bias in Maximum Simulated Likelihood Estimation of Discrete Choice Models Book in PDF, ePub and Kindle
Author | : Jesús M. Carro |
Publisher | : |
Total Pages | : 41 |
Release | : 2003 |
Genre | : |
ISBN | : |
Download Estimating Dynamic Panel Data Discrete Choice Models with Fixed Effects Book in PDF, ePub and Kindle
Author | : David A. Hensher |
Publisher | : Taylor & Francis |
Total Pages | : 468 |
Release | : 1981 |
Genre | : Decision making |
ISBN | : 9780470270783 |
Download Applied Discrete-choice Modelling Book in PDF, ePub and Kindle
Author | : Stephane Hess |
Publisher | : Edward Elgar Publishing |
Total Pages | : 797 |
Release | : 2024-06-05 |
Genre | : Business & Economics |
ISBN | : 1800375638 |
Download Handbook of Choice Modelling Book in PDF, ePub and Kindle
This thoroughly revised second edition Handbook provides an authoritative and in-depth overview of choice modelling, covering essential topics range from data collection through model specification and estimation to analysis and use of results. It aptly emphasises the broad relevance of choice modelling when applied to a multitude of fields, including but not limited to transport, marketing, health and environmental economics.
Author | : Lung-fei Lee |
Publisher | : |
Total Pages | : 56 |
Release | : 1995 |
Genre | : |
ISBN | : |
Download Statistical Inference with Simulated Likelihood Functions Book in PDF, ePub and Kindle