Discrete Choice Methods with Simulation

ISBN-13: 9780521766555 / Angielski / Twarda / 2009 / 400 str.

Kenneth Train

Opis

This book describes the new generation of discrete choice methods, focusing on the many advances that are made possible by simulation.

Spis treści

1. Introduction; Part I. Behavioral Models: 2. Properties; 3. Logit; 4. GEV; 5. Probit; 6. Mixed logit; 7. Variations on a theme; Part II. Estimation: 8. Numerical maximization; 9. Drawing from densities; 10. Simulation-assisted estimation; 11. Individual-level parameters; 12. Bayesian procedures; 13. Endogeneity; 14. EM algorithms.