A practical technique to estimate multinomial probit models in transportation

Transportation Research Part B: Methodological

Volumn 33B, Issue 1, 1999, Pages 63-79

  Bolduc, Denis ^a  

^a UNIVERSITÉ LAVAL   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

DISCRETE CHOICE ANALYSIS; ESTIMATION METHOD; METHODOLOGY; TRANSPORTATION MODE;

COMPUTATIONAL METHODS; COMPUTER SIMULATION; DECISION THEORY; MATHEMATICAL MODELS; MAXIMUM LIKELIHOOD ESTIMATION; PROBABILITY; URBAN PLANNING;

GEWEKE-HAJIVASSILIOU-KEANE (GHK) CHOICE PROBABILITY SIMULATOR; MULTINOMIAL PROBIT MODELS;

HIGHWAY TRAFFIC CONTROL;

EID: 0032599750     PISSN: 01912615     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0191-2615(98)00028-9     Document Type: Article

References (8)

1. Ben-Akiva, M., Bolduc, D., Bradley, M. 1993. Estimation of travel choice models with randomly distributed values of time, Transportation Research Records, 1413, 88-97.
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3. Börsch-Supan A., Hajivassiliou V. Smooth unbiased multivariate probability simulators for maximum likelihood estimation of limited dependent variable models. Journal of Econometrics. 58:1993;347-368.
4. Gaudry, M.J.I., Jara-Diaz, S.R., Ortuzar, J., 1989. Value of time sensitivity to model specification. Transportation Research B - Methodological 23B(2), 151-158.
5. Geweke, J., Keane, M., Runkle, D., 1992. Alternative computational approaches to inference in the multinomial probit model, Research Department, Federal Reserve Bank of Minneapolis.
6. Hajivassiliou, V.A., 1993. Simulation estimation methods for limited dependent variable models. In: (Eds.) Handbook of Statistics, Vol. 11. Maddala, G.S., Rao, C.R., Vinod, H.D., pp. 519-543, North Holland, Amsterdam.
7. Hajivassiliou, V.A., McFadden, D., 1990. The method of simulated scores for the estimation of LVD models with an application to external debt crises, working paper, Cowles Foundation for Research in Economics, Yale University, Connecticut.
8. Hajivassiliou, V.A., McFadden, D., Ruud, P., 1996. Simulation of multivariate normal rectangle probabilities: methods and programs. Journal of Econometrics, 72, 85-134.