메뉴 건너뛰기




Volumn 28, Issue 2, 2010, Pages 291-307

Nonparametric discrete choice models with unobserved heterogeneity

Author keywords

Discrete choice; Heterogeneity; Nonparametric; Random effects

Indexed keywords


EID: 75649084938     PISSN: 07350015     EISSN: None     Source Type: Journal    
DOI: 10.1198/jbes.2009.07219     Document Type: Article
Times cited : (47)

References (59)
  • 1
    • 0039265858 scopus 로고
    • Report on the Development of an Estimation Program for the Multinomial Probit Model,
    • Cambridge Systematics, Inc, Cambridge, MA, 291
    • Albright, R. L., Lerman, S. R., and Manski, C. F. (1977), "Report on the Development of an Estimation Program for the Multinomial Probit Model," report for the Federal Highway Administration, Cambridge Systematics, Inc., Cambridge, MA. [291]
    • (1977) report for the Federal Highway Administration
    • Albright, R.L.1    Lerman, S.R.2    Manski, C.F.3
  • 2
    • 0347192053 scopus 로고    scopus 로고
    • Marketing Models of Consumer Heterogeneity
    • Allenby, G. M., and Rossi, P. E. (1999), "Marketing Models of Consumer Heterogeneity," Journal of Econometrics, 89, 57-78. [291]
    • (1999) Journal of Econometrics , vol.89 , Issue.57-78 , pp. 291
    • Allenby, G.M.1    Rossi, P.E.2
  • 3
    • 0032220722 scopus 로고    scopus 로고
    • Bell, D. R., and Lattin, J. M. (1998), Shopping Behavior and Consumer Preferences for Store Price Format: Why 'Large Basket' Shoppers Prefer EDLP, Marketing Science, 17 (1), 66-88. [296,297,301]
    • Bell, D. R., and Lattin, J. M. (1998), "Shopping Behavior and Consumer Preferences for Store Price Format: Why 'Large Basket' Shoppers Prefer EDLP," Marketing Science, 17 (1), 66-88. [296,297,301]
  • 4
    • 85084139882 scopus 로고    scopus 로고
    • Bell, D. R., Ho, T., and Tang, C. S. (1998), Determining Where to Shop: Fixed and Variable Costs of Shopping, Journal of Marketing Research, 35(3), 352-369. [297,298,301]
    • Bell, D. R., Ho, T., and Tang, C. S. (1998), "Determining Where to Shop: Fixed and Variable Costs of Shopping," Journal of Marketing Research, 35(3), 352-369. [297,298,301]
  • 5
    • 33749224020 scopus 로고
    • Convergence of Probability Measures. Wiley Series in Probability and Mathematical Statistics
    • Billingsley, P. (1968), Convergence of Probability Measures. Wiley Series in Probability and Mathematical Statistics, New York: Wiley. [305]
    • (1968) New York: Wiley , pp. 305
    • Billingsley, P.1
  • 6
    • 0036967711 scopus 로고    scopus 로고
    • Briesch, R. A., Chintagunta, P. K., and Matzkin, R. L. (2002), Semiparametric Estimation of Brand Choice Behavior, Journal of the American Statistical Association, 97 (460), 973-982. [292,296,300]
    • Briesch, R. A., Chintagunta, P. K., and Matzkin, R. L. (2002), "Semiparametric Estimation of Brand Choice Behavior," Journal of the American Statistical Association, 97 (460), 973-982. [292,296,300]
  • 7
    • 0001124630 scopus 로고
    • Retail Gravity Models and Consumer Choice: A Theoretical and Empirical Critique
    • 296,297
    • Bucklin, L. P. (1971), "Retail Gravity Models and Consumer Choice: A Theoretical and Empirical Critique," Economic Geography, 47 (4), 489-497. [296,297]
    • (1971) Economic Geography , vol.47 , Issue.4 , pp. 489-497
    • Bucklin, L.P.1
  • 8
    • 0000302013 scopus 로고
    • Distribution-Free Maximum Likelihood Estimator of the Binary Choice Model
    • 291
    • Cosslett, S. R. (1983), "Distribution-Free Maximum Likelihood Estimator of the Binary Choice Model," Econometrica, 51 (3), 765-782. [291]
    • (1983) Econometrica , vol.51 , Issue.3 , pp. 765-782
    • Cosslett, S.R.1
  • 9
    • 0036434062 scopus 로고    scopus 로고
    • Mobility and the Return to Education: Testing a Roy Model With Multiple Markets
    • 292
    • Dahl, G. B., (2002), "Mobility and the Return to Education: Testing a Roy Model With Multiple Markets," Econometricia, 70 (6), 2367-2420. [292]
    • (2002) Econometricia , vol.70 , Issue.6 , pp. 2367-2420
    • Dahl, G.B.1
  • 11
    • 75649104568 scopus 로고
    • An Elasticity Can Be Estimated Consistently Without a priori Knowledge of Functional Form
    • 1983
    • Elbadawi, I., Gallant, A. R., and Souza, G. (1983), "An Elasticity Can Be Estimated Consistently Without a priori Knowledge of Functional Form," Econometricia, 51 (6), 1731-1751. [295]
    • (1731) Econometricia , vol.51 , Issue.6 , pp. 295
    • Elbadawi, I.1    Gallant, A.R.2    Souza, G.3
  • 12
    • 0002245296 scopus 로고
    • Seminonparametric Maximum Likelihood Estimation
    • Gallant, A. R., and Nychka, D. W. (1987), "Seminonparametric Maximum Likelihood Estimation," Econometrica, 55, 363-390. [295,305]
    • (1987) Econometrica , vol.55 , Issue.363-390 , pp. 295-305
    • Gallant, A.R.1    Nychka, D.W.2
  • 13
    • 0000650053 scopus 로고
    • Seminonparametric Estimation of Conditionally Constrained Heterogeneous Processes: Asset Pricing Applications
    • 295
    • - (1989), "Seminonparametric Estimation of Conditionally Constrained Heterogeneous Processes: Asset Pricing Applications," Econometrica, 57 (5), 1091-1120. [295]
    • (1989) Econometrica , vol.57 , Issue.5 , pp. 1091-1120
    • Gallant, A.R.1    Nychka, D.W.2
  • 14
    • 0042167575 scopus 로고    scopus 로고
    • An Empirical Analysis ofMale Income Dynamics in the PSID
    • 1968:1989, Research Dept, Federal Reserve Bank of Minneapolis, 291
    • Geweke, J., and Keane, M. (1997), "An Empirical Analysis ofMale Income Dynamics in the PSID: 1968:1989," Research Dept. Staff Report 233, Federal Reserve Bank of Minneapolis. [291]
    • (1997) Staff Report , vol.233
    • Geweke, J.1    Keane, M.2
  • 15
    • 45949121097 scopus 로고
    • Non-Parametric Analysis of a Generalized Regression Model: The Maximum Rank Correlation Estimator
    • 291
    • Han, A. K. (1987), "Non-Parametric Analysis of a Generalized Regression Model: The Maximum Rank Correlation Estimator," Journal of Econometrics, 35 (2-3), 303-316. [291]
    • (1987) Journal of Econometrics , vol.35 , Issue.2-3 , pp. 303-316
    • Han, A.K.1
  • 16
    • 0001025439 scopus 로고
    • A Conditional Probit Model for Qualitative Choice Discrete Decisions Recognizing Interdependence and Heterogeneous Preferences
    • Hausman, J. A., and Wise, D. A. (1978), "A Conditional Probit Model for Qualitative Choice Discrete Decisions Recognizing Interdependence and Heterogeneous Preferences," Econometrica, 46, 403-426. [291]
    • (1978) Econometrica , vol.46 , Issue.403-426 , pp. 291
    • Hausman, J.A.1    Wise, D.A.2
  • 17
    • 0000159540 scopus 로고
    • A Method for Minimizing the Impact of Distributional Assumptions in Econometric Models for Duration Data
    • 292,295
    • Heckman, J. J., and Singer, B. (1984), "A Method for Minimizing the Impact of Distributional Assumptions in Econometric Models for Duration Data," Econometrica, 52 (2), 271-320. [292,295]
    • (1984) Econometrica , vol.52 , Issue.2 , pp. 271-320
    • Heckman, J.J.1    Singer, B.2
  • 18
    • 0002226776 scopus 로고
    • A Beta-Logistic Model for the Analysis of Sequential Labor Force Participation by Married Women
    • 291
    • Heckman, J. J., and Willis, R. (1977), "A Beta-Logistic Model for the Analysis of Sequential Labor Force Participation by Married Women," Journal of Political Economy, 81 (1), 27-58. [291]
    • (1977) Journal of Political Economy , vol.81 , Issue.1 , pp. 27-58
    • Heckman, J.J.1    Willis, R.2
  • 19
    • 0036214583 scopus 로고    scopus 로고
    • Semiparametric Bayesian Inference in Autoregressive Panel Data Models
    • 291
    • Hirano, K. (2002), "Semiparametric Bayesian Inference in Autoregressive Panel Data Models," Econometricia, 70 (2), 781-799. [291]
    • (2002) Econometricia , vol.70 , Issue.2 , pp. 781-799
    • Hirano, K.1
  • 20
    • 0000444966 scopus 로고
    • A Smooth Maximum Score Estimator for the Binary Choice Model
    • Horowitz, J. L. (1992), "A Smooth Maximum Score Estimator for the Binary Choice Model," Econometrica, 60, 505-531. [291]
    • (1992) Econometrica , vol.60 , Issue.505-531 , pp. 291
    • Horowitz, J.L.1
  • 21
    • 37549009788 scopus 로고
    • A Probability Analysis of Consumer Spatial Behavior
    • ed. W. S. Decker, Chicago: American Marketing Association, pp, 296
    • Huff, D. L. (1962), "A Probability Analysis of Consumer Spatial Behavior," in Emerging Concepts in Marketing, ed. W. S. Decker, Chicago: American Marketing Association, pp. 443-461. [296]
    • (1962) Emerging Concepts in Marketing , pp. 443-461
    • Huff, D.L.1
  • 22
    • 0003187405 scopus 로고
    • Semiparametric Least Squares (SLS) and Weighted SLS Estimation of Single-Index Models
    • 291
    • Ichimura, H. (1993), "Semiparametric Least Squares (SLS) and Weighted SLS Estimation of Single-Index Models," Journal of Econometrics, 58 (1-2), 71-120. [291]
    • (1993) Journal of Econometrics , vol.58 , Issue.1-2 , pp. 71-120
    • Ichimura, H.1
  • 24
    • 0000917415 scopus 로고
    • A Probabilistic Choice Model for Market Segmentation and Elasticity Structure
    • 297,299
    • Kamakura, W. A., and Russell, G. J. (1989), "A Probabilistic Choice Model for Market Segmentation and Elasticity Structure," Journal of Marketing Research, 26 (4), 379-390. [297,299]
    • (1989) Journal of Marketing Research , vol.26 , Issue.4 , pp. 379-390
    • Kamakura, W.A.1    Russell, G.J.2
  • 25
    • 0000284439 scopus 로고
    • Consistency of the Maximum Likelihood Estimator in the Presence of Infinitely Many Incidental Parameters
    • Kiefer, J., and Wolfowitz, J. (1956), "Consistency of the Maximum Likelihood Estimator in the Presence of Infinitely Many Incidental Parameters," Annals of Mathematical Statistics, 27, 887-906. [304,305]
    • (1956) Annals of Mathematical Statistics , vol.27 , Issue.887-906 , pp. 304-305
    • Kiefer, J.1    Wolfowitz, J.2
  • 26
    • 0001488581 scopus 로고
    • An Efficient Semiparametric Estimator for Discrete Choice Models
    • Klein, R. W., and Spady, R. H. (1993), "An Efficient Semiparametric Estimator for Discrete Choice Models," Econometrica, 61, 387-422. [291]
    • (1993) Econometrica , vol.61 , Issue.387-422 , pp. 291
    • Klein, R.W.1    Spady, R.H.2
  • 27
    • 0036213111 scopus 로고    scopus 로고
    • Shift Restrictions and Semiparametric Estimation in Ordered Response Models
    • 291
    • Klein, R. W., and Sherman, R. P. (2002), "Shift Restrictions and Semiparametric Estimation in Ordered Response Models," Econometricia,70(2), 663-691. [291]
    • (2002) Econometricia , vol.70 , Issue.2 , pp. 663-691
    • Klein, R.W.1    Sherman, R.P.2
  • 28
    • 0012892996 scopus 로고    scopus 로고
    • Working Paper 97-32, Brown University, Dept. of Economics, 292
    • Lancaster, T. (1997), "Orthogonal Parameters and Panel Data," Working Paper 97-32, Brown University, Dept. of Economics. [292]
    • (1997) Orthogonal Parameters and Panel Data
    • Lancaster, T.1
  • 29
    • 0000496542 scopus 로고    scopus 로고
    • Consumer Store Choice Dynamics: An Analysis of Competitive Market Structure for Grocery Stores
    • 297
    • Leszczyc, P. T., Sinah, A., and Timmermans, H. J. P. (2000), "Consumer Store Choice Dynamics: An Analysis of Competitive Market Structure for Grocery Stores," Journal of Retailing, 76(3), 323-345. [297]
    • (2000) Journal of Retailing , vol.76 , Issue.3 , pp. 323-345
    • Leszczyc, P.T.1    Sinah, A.2    Timmermans, H.J.P.3
  • 30
    • 0000920235 scopus 로고    scopus 로고
    • Semiparametric Qualitative Response Model Estimation With Unknown Heteroskedasticity and Instrumental Variables
    • Lewbel, A. (2000), "Semiparametric Qualitative Response Model Estimation With Unknown Heteroskedasticity and Instrumental Variables," Journal of Econometrics, 97, 145-177. [294]
    • (2000) Journal of Econometrics , vol.97 , Issue.145-177 , pp. 294
    • Lewbel, A.1
  • 31
    • 0000525359 scopus 로고
    • The Geometry of Mixture Likelihoods: A General Theory
    • 295
    • Lindsay, B. G. (1983), "The Geometry of Mixture Likelihoods: A General Theory," The Annals of Statistics, 11(1), 86-94. [295]
    • (1983) The Annals of Statistics , vol.11 , Issue.1 , pp. 86-94
    • Lindsay, B.G.1
  • 32
    • 49549144751 scopus 로고
    • Maximum Score Estimation of the Stochastic Utility Model of Choice
    • Manski, C. (1975), "Maximum Score Estimation of the Stochastic Utility Model of Choice," Journal of Econometrics, 3, 205-228. [291]
    • (1975) Journal of Econometrics , vol.3 , Issue.205-228 , pp. 291
    • Manski, C.1
  • 33
    • 0000305992 scopus 로고
    • Semiparametric Analysis of Discrete Response: Asymptotic Properties of the Maximum Score Estimator
    • - (1985), "Semiparametric Analysis of Discrete Response: Asymptotic Properties of the Maximum Score Estimator," Journal of Econometrics, 27, 313-334. [291]
    • (1985) Journal of Econometrics , vol.27 , Issue.313-334 , pp. 291
    • Manski, C.1
  • 34
    • 0012851621 scopus 로고
    • Semiparametric Estimation of Monotone and Concave Utility Functions for Polychotomous Choice Models
    • 291
    • Matzkin, R. L. (1991), "Semiparametric Estimation of Monotone and Concave Utility Functions for Polychotomous Choice Models," Econometrica, 59, 1315-1327. [291]
    • (1991) Econometrica , vol.59 , pp. 1315-1327
    • Matzkin, R.L.1
  • 35
    • 75649112914 scopus 로고    scopus 로고
    • - (1992), Nonparametric and Distribution-Free Estimation of the Binary Choice and the Threshold Crossing Models, Econometrica, 60, 239-270. [291,292,295,296,300]
    • - (1992), "Nonparametric and Distribution-Free Estimation of the Binary Choice and the Threshold Crossing Models," Econometrica, 60, 239-270. [291,292,295,296,300]
  • 36
    • 43949169806 scopus 로고
    • Nonparametric Identification and Estimation of Polychotomous Choice Models
    • 291,292, 296
    • - (1993), "Nonparametric Identification and Estimation of Polychotomous Choice Models," Journal of Econometrics, 58, 137-168. [291,292, 296]
    • (1993) Journal of Econometrics , vol.58 , pp. 137-168
    • Matzkin, R.L.1
  • 37
    • 70350102802 scopus 로고
    • Restrictions of Economic Theory in Nonparametric Methods
    • eds. D. McFadden and R. Engel, Amsterdam: Elsevier
    • - (1994), "Restrictions of Economic Theory in Nonparametric Methods," in Handbook of Econometrics, Vol. 4, eds. D. McFadden and R. Engel, Amsterdam: Elsevier. [296]
    • (1994) Handbook of Econometrics , vol.4 , pp. 296
    • Matzkin, R.L.1
  • 40
    • 0141973198 scopus 로고    scopus 로고
    • - (2003), Nonparametric Estimation of Nonadditive Random Functions, Econometrica, 71(5), 1339-1375. [292,294,304]
    • - (2003), "Nonparametric Estimation of Nonadditive Random Functions," Econometrica, 71(5), 1339-1375. [292,294,304]
  • 43
    • 0002297105 scopus 로고
    • Conditional Logit Analysis of Qualitative Choice Behavior
    • ed.,P.Zarembka,New York,NY: Academic Press, pp, 291
    • McFadden, D. (1974), "Conditional Logit Analysis of Qualitative Choice Behavior," in Frontiers in Econometrics, ed.,P.Zarembka,New York,NY: Academic Press, pp. 105-142. [291]
    • (1974) Frontiers in Econometrics , pp. 105-142
    • McFadden, D.1
  • 44
    • 3342886294 scopus 로고    scopus 로고
    • Maximum Score Estimation of a Nonstationary Binary Choice Model
    • Moon, H. R. (2004), "Maximum Score Estimation of a Nonstationary Binary Choice Model," Journal of Econometrics, 122, 385-403. [291]
    • (2004) Journal of Econometrics , vol.122 , Issue.385-403 , pp. 291
    • Moon, H.R.1
  • 46
    • 70350096085 scopus 로고
    • Large Sample Estimation and Hypothesis Testing
    • eds. R. F. Engle and D. L. McFadden, Amsterdam: Elsevier
    • Newey, W., and McFadden, D. (1994), "Large Sample Estimation and Hypothesis Testing," in Handbook of Econometrics, Vol 4, eds. R. F. Engle and D. L. McFadden, Amsterdam: Elsevier. [305]
    • (1994) Handbook of Econometrics , vol.4 , pp. 305
    • Newey, W.1    McFadden, D.2
  • 47
    • 0001099098 scopus 로고
    • Semiparametric Estimation of Index Coefficients
    • 291
    • Powell, J. L, Stock, J. H., and Stoker, T. M. (1989), "Semiparametric Estimation of Index Coefficients," Econometrica, 57 (6), 1403-1430. [291]
    • (1989) Econometrica , vol.57 , Issue.6 , pp. 1403-1430
    • Powell, J.L.1    Stock, J.H.2    Stoker, T.M.3
  • 48
    • 33748607171 scopus 로고    scopus 로고
    • Semiparametric Efficient Estimation of Dynamic Panel Data Models
    • Park, B. U., Sickles, R. C., and Simar, L. (2007), "Semiparametric Efficient Estimation of Dynamic Panel Data Models," Journal of Econometrics, 136, 281-301. [292]
    • (2007) Journal of Econometrics , vol.136 , Issue.281-301 , pp. 292
    • Park, B.U.1    Sickles, R.C.2    Simar, L.3
  • 49
    • 0036093872 scopus 로고    scopus 로고
    • Spatial Price Competition: A Semiparametric Approach
    • 292
    • Pinkse, J., Slade, M. E., and Brett, C. (2002), "Spatial Price Competition: A Semiparametric Approach," Econometricia, 70 (3), 1111-1153. [292]
    • (2002) Econometricia , vol.70 , Issue.3 , pp. 1111-1153
    • Pinkse, J.1    Slade, M.E.2    Brett, C.3
  • 50
    • 0036929330 scopus 로고    scopus 로고
    • The Inter-Store Mobility of Supermarket Shoppers
    • Rhee, H., and Bell, D. R. (2002), "The Inter-Store Mobility of Supermarket Shoppers," Journal of Retailing, 78, 225-237. [297]
    • (2002) Journal of Retailing , vol.78 , Issue.225-237 , pp. 297
    • Rhee, H.1    Bell, D.R.2
  • 51
    • 0842290934 scopus 로고    scopus 로고
    • Supermarket Choice and Supermarket Competition in Market Equilibrium
    • Smith, H. (2004), "Supermarket Choice and Supermarket Competition in Market Equilibrium," Review of Economic Studies, 71, 235-263. [297]
    • (2004) Review of Economic Studies , vol.71 , Issue.235-263 , pp. 297
    • Smith, H.1
  • 53
    • 0001059819 scopus 로고    scopus 로고
    • Semiparametric Identification and Heterogeneity in Discrete Choice Dynamic Programming Models
    • Taber, C. R. (2000), "Semiparametric Identification and Heterogeneity in Discrete Choice Dynamic Programming Models," Journal of Econometrics, 96, 201-229. [292]
    • (2000) Journal of Econometrics , vol.96 , Issue.201-229 , pp. 292
    • Taber, C.R.1
  • 54
    • 0035635859 scopus 로고    scopus 로고
    • Store Choice and Shopping Behavior: How Price Format Works
    • 296,297
    • Tang, C. S., Bell, D. R., and Ho, T. (2001), "Store Choice and Shopping Behavior: How Price Format Works," California Management Review',43(2), 56-74. [296,297]
    • (2001) California Management Review , vol.43 , Issue.2 , pp. 56-74
    • Tang, C.S.1    Bell, D.R.2    Ho, T.3
  • 55
    • 0001014216 scopus 로고
    • Identifiability of Mixtures
    • 294,304
    • Teicher, H. (1961), "Identifiability of Mixtures," The Annals of Mathematical Statistics, 32(1), 244-248. [294,304]
    • (1961) The Annals of Mathematical Statistics , vol.32 , Issue.1 , pp. 244-248
    • Teicher, H.1
  • 57
    • 0000167944 scopus 로고
    • A Note on the Consistency of the Maximum Likelihood Estimator
    • Wald, A. (1949), "A Note on the Consistency of the Maximum Likelihood Estimator," Annals of Mathematical Statistics, 20, 595-601. [304]
    • (1949) Annals of Mathematical Statistics , vol.20 , Issue.595-601 , pp. 304
    • Wald, A.1
  • 58
    • 75649094054 scopus 로고    scopus 로고
    • Wansbeek, T., Wedel, M., and Meijer, E. (2001), Comment on Microeconometrics, by J. A. Hausman, Journal of Econometrics, 100, 89-91. [291]
    • Wansbeek, T., Wedel, M., and Meijer, E. (2001), Comment on "Microeconometrics," by J. A. Hausman, Journal of Econometrics, 100, 89-91. [291]
  • 59
    • 0001715050 scopus 로고    scopus 로고
    • Nonparametric Regression Techniques in Economics
    • Yachew, A. (1998), "Nonparametric Regression Techniques in Economics," Journal of Economic Literature, 36(2), 699-721.
    • (1998) Journal of Economic Literature , vol.36 , Issue.2 , pp. 699-721
    • Yachew, A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.