Estimation Of Dynamic Discrete Choice Models By Maximum Likelihood And The Simulated Method Of Moments
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Estimation Of Dynamic Discrete Choice Models By Maximum Likelihood And The Simulated Method Of Moments
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Author : Phillipp Eisenhauer
language : en
Publisher:
Release Date : 2014
Estimation Of Dynamic Discrete Choice Models By Maximum Likelihood And The Simulated Method Of Moments written by Phillipp Eisenhauer and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014 with Decision making categories.
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.
Estimation Od Dynamic Discrete Choice Models By Maximum Likelihood And The Simulated Method Of Moments
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Author : Philipp Eisenhauer
language : en
Publisher:
Release Date : 2014
Estimation Od Dynamic Discrete Choice Models By Maximum Likelihood And The Simulated Method Of Moments written by Philipp Eisenhauer and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014 with categories.
Simulated Maximum Likelihood Estimation Of Dynamic Discrete Choice Statistical Models
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Author : Lung-Fei Lee
language : en
Publisher:
Release Date : 1994
Simulated Maximum Likelihood Estimation Of Dynamic Discrete Choice Statistical Models written by Lung-Fei Lee and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1994 with Monte Carlo method categories.
Discrete Choice Methods With Simulation
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Author : Kenneth Train
language : en
Publisher: Cambridge University Press
Release Date : 2009-07-06
Discrete Choice Methods With Simulation written by Kenneth Train and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-07-06 with Business & Economics categories.
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. Simulation-assisted estimation procedures are investigated and compared, including maximum stimulated likelihood, method of simulated moments, and method of simulated scores. Procedures for drawing from densities are described, including variance reduction techniques such as anithetics and Halton draws. Recent advances in Bayesian procedures are explored, including the use of the Metropolis-Hastings algorithm and its variant Gibbs sampling. The 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.
Simulated Maximum Likelihood Estimation Of Discrete Models With Group Data
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Author : Lung-Fei Lee
language : en
Publisher:
Release Date : 1993
Simulated Maximum Likelihood Estimation Of Discrete Models With Group Data written by Lung-Fei Lee and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1993 with Estimation theory categories.
Maximum Simulated Likelihood Methods And Applications
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Author : William Greene
language : en
Publisher: Emerald Group Publishing
Release Date : 2010-12-03
Maximum Simulated Likelihood Methods And Applications written by William Greene and has been published by Emerald Group Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-12-03 with Business & Economics categories.
This collection of methodological developments and applications of simulation-based methods were presented at a workshop at Louisiana State University in November, 2009. Topics include: extensions of the GHK simulator; maximum-simulated likelihood; composite marginal likelihood; and modelling and forecasting volatility in a bayesian approach.
Applied Discrete Choice Modelling
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Author : David A. Hensher
language : en
Publisher: Routledge
Release Date : 2018-04-09
Applied Discrete Choice Modelling written by David A. Hensher and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-04-09 with Business & Economics categories.
Originally published in 1981. Discrete-choice modelling is an area of econometrics where significant advances have been made at the research level. This book presents an overview of these advances, explaining the theory underlying the model, and explores its various applications. It shows how operational choice models can be used, and how they are particularly useful for a better understanding of consumer demand theory. It discusses particular problems connected with the model and its use, and reports on the authors’ own empirical research. This is a comprehensive survey of research developments in discrete choice modelling and its applications.
Microeconometrics And Matlab An Introduction
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Author : Abi Adams
language : en
Publisher: Oxford University Press
Release Date : 2016-01-14
Microeconometrics And Matlab An Introduction written by Abi Adams and has been published by Oxford University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-01-14 with Business & Economics categories.
This book is a practical guide for theory-based empirical analysis in economics that guides the reader through the first steps when moving between economic theory and applied research. The book provides a hands-on introduction to some of the techniques that economists use for econometric estimation and shows how to convert a selection of standard and advanced estimators into MATLAB code. The book first provides a brief introduction to MATLAB and its syntax, before moving into microeconometric applications studied in undergraduate and graduate econometrics courses. Along with standard estimation methods such as, for example, Method of Moments, Maximum Likelihood, and constrained optimisation, the book also includes a series of chapters examining more advanced research methods. These include discrete choice, discrete games, dynamic models on a finite and infinite horizon, and semi- and nonparametric methods. In closing, it discusses more advanced features that can be used to optimise use of MATLAB, including parallel computing. Each chapter is structured around a number of worked examples, designed for the reader to tackle as they move through the book. Each chapter ends with a series of readings, questions, and extensions, designed to help the reader on their way to adapting the examples in the book to fit their own research questions.
Asymptotic Bias In Maximum Simulated Likelihood Estimation Of Discrete Choice Models
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Author : Lung-Fei Lee
language : en
Publisher:
Release Date : 1992
Asymptotic Bias In Maximum Simulated Likelihood Estimation Of Discrete Choice Models written by Lung-Fei Lee and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1992 with Estimation theory categories.
The Solution And Estimation Of Discrete Choice Dynamic Programming Models By Simulation And Interpolation
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Author : Michael P. Keane
language : en
Publisher:
Release Date : 1994
The Solution And Estimation Of Discrete Choice Dynamic Programming Models By Simulation And Interpolation written by Michael P. Keane and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1994 with Dynamic programming categories.