Specification testing of discrete choice models: A note on the use of a nonparametric test

Journal of Choice Modelling

Volumn 1, Issue 1, 2008, Pages 26-39

  Fosgerau, Mogens ^a  

^a TECHNICAL UNIVERSITY OF DENMARK   (Denmark)

Author keywords

Discrete choice; Functional form; Nonparametric; Specifcation test

Indexed keywords

EID: 77953130395     PISSN: 17555345     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1755-5345(13)70021-6     Document Type: Article

References (17)

1. Bierlaire, M., 2003. BIOGEME: a free package for the estimation of discrete choice models. Proceedings of the 3rd Swiss Transport Research Conference, Monte Verità, Ascona, Switzerland.
2. Bierlaire, M., 2005. An introduction to Biogeme. biogeme.ep.ch.
3. Doornik, J. A., 2001. Ox: An Object-Oriented Matrix Language. Timberlake Consultants Press, London.
4. Ellison, G., Ellison, S. F., 2000. A simple framework for nonparametric specifcation testing. Journal of Econometrics 96 (1), 1-23.
5. Fosgerau, M., 2006. Investigating the distribution of the value of travel time savings. Transportation Research Part B: Methodological 40 (8), 688-707.
6. Fosgerau, M., 2007. Using nonparametrics to specify a model to measure the value of travel time. Transportation Research Part A: Policy and Practice 41 (9), 842-856. (Pubitemid 47109207)
7. Fosgerau, M., Bierlaire, M., 2007. A practical test for the choice of mixing distribution in discrete choice models. Transportation Research Part B: Methodological 41 (7), 784-794. (Pubitemid 46630219)
8. Gourieroux, C., Monfort, A., Renault, E., Trognon, A., 1987a. Generalised residuals. Journal of Econometrics 34 (1-2), 5-32.
9. Gourieroux, C., Monfort, A., Renault, E., Trognon, A., 1987b. Simulated residuals. Journal of Econometrics 34 (1-2), 201-252.
10. Härdle, W., 1990. Applied Nonparametric Regression. Vol. 19 of Econometric Society Monograph Series. Cambridge University Press.
11. Lechner, M., 1991. Testing logit models in practice. Empirical Economics 16, 177-198.
12. Li, Q., Racine, J. S., 2007. Nonparametric Econometrics: Theory and Practice. Princeton University Press, Princeton and Oxford.
13. McFadden, D., 1987. Regression-based specifcation tests for the multinomial logit model. Journal of Econometrics 34 (1-2), 63-82.
14. McFadden, D., Train, K., 2000. Mixed mnl models for discrete response. Journal of Applied Econometrics 15, 447-470.
15. Pagan, A., Ullah, A., 1999. Nonparametric Econometrics. Cambridge University Press.
16. Yatchew, A., 2003. Semiparametric Regression for the Applied Econometrician. Themes in modern econometrics. Cambridge University Press.
17. Zheng, J. X., 1996. A consistent test of functional form via nonparametric estimation techniques. Journal of Econometrics 75 (2), 263-289.