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Volumn 87, Issue 1, 2005, Pages 67-73

A Bayesian analysis of tree structure specification in nested logit models

Author keywords

Discrete choice; Laplace approximation; MCMC; Model selection; Reversible jump

Indexed keywords


EID: 14944368176     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econlet.2004.10.003     Document Type: Article
Times cited : (1)

References (10)
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    • 14944344058 scopus 로고    scopus 로고
    • Efficient construction of reversible jump MCMC proposals for autoregressive time series models
    • Technical Report. University of Cambridge
    • Ehlers, R.S., Brooks, S.P., 2002. Efficient construction of reversible jump MCMC proposals for autoregressive time series models. Technical Report. University of Cambridge.
    • (2002)
    • Ehlers, R.S.1    Brooks, S.P.2
  • 3
    • 70350089836 scopus 로고
    • Testing non-nested hypotheses
    • R.F. Engle D. McFadden (Eds.)
    • C. Gourieroux A. Monfort Testing non-nested hypotheses In: R.F. Engle D. McFadden (Eds.) Handbook of Econometrics vol. 4 1994 North-Holland Amsterdam 2583-2637
    • (1994) Handbook of Econometrics , vol.4 , pp. 2583-2637
    • Gourieroux, C.1    Monfort, A.2
  • 4
    • 77956889087 scopus 로고
    • Reversible Jump Markov Chain Monte Carlo computation and Bayesian model determination
    • P.J. Green Reversible Jump Markov Chain Monte Carlo computation and Bayesian model determination Biometrika 82 1995 711-732
    • (1995) Biometrika , vol.82 , pp. 711-732
    • Green, P.J.1
  • 5
    • 0004296209 scopus 로고    scopus 로고
    • 4th ed. Upper Saddle River: Prentice Hall
    • W. Greene Econometric Analysis 4th ed. 2000 Prentice Hall Upper Saddle River
    • (2000) Econometric Analysis
    • Greene, W.1
  • 6
  • 7
    • 0042202792 scopus 로고    scopus 로고
    • Bayesian analysis of nested logit model by Markov Chain Monte Carlo
    • K. Lahiri J. Gao Bayesian analysis of nested logit model by Markov Chain Monte Carlo Journal of Econometrics 111 2002 103-133
    • (2002) Journal of Econometrics , vol.111 , pp. 103-133
    • Lahiri, K.1    Gao, J.2
  • 8
    • 0038551318 scopus 로고    scopus 로고
    • A Bayesian analysis of nested logit models
    • D.J. Poirier A Bayesian analysis of nested logit models Journal of Econometrics 75 1996 163-181
    • (1996) Journal of Econometrics , vol.75 , pp. 163-181
    • Poirier, D.J.1
  • 10
    • 0003585730 scopus 로고
    • An Introduction to Bayesian Inference in Econometrics
    • New York: Wiley
    • A. Zellner An Introduction to Bayesian Inference in Econometrics 1971 Wiley New York
    • (1971)
    • Zellner, A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.