Discrete Choice Methods with Simulation - Grand Format

2nd edition

Edition en anglais

Note moyenne 
This book describes the new generation of discrete choice methods, focusing on the many advances that are made possible by simulation. Researchers use... Lire la suite
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Résumé

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 : logis, generalized extreme value (including nested and cross-nested logics), probit, and mixed logic, plus a variety of specifications that build on these basics.
Simulation-assisted estimation procedures are investigated and compared, including maximum simulated likelihood, method of simulated moments, and method of simulated scores. Procedures for dewing from densities are described, including variance reduction techniques such as antithetics and Halton draws. Recent advances in Bayesian procedures are explored, including the use of the Metropolis—Hastings algorithm and its variant Gibbs sampling.
This second edition adds chapters on endogeneity and expectation-maximization algorithms. No other book incorporates all these topics, which have arisen in the past 25 years. The procedures are applicable in many fields, including energy, transportation, environmental studies, health, labor, and marketing.

Caractéristiques

  • Date de parution
    01/01/2009
  • Editeur
  • ISBN
    978-0-521-74738-7
  • EAN
    9780521747387
  • Format
    Grand Format
  • Présentation
    Broché
  • Nb. de pages
    388 pages
  • Poids
    0.6 Kg
  • Dimensions
    15,2 cm × 22,8 cm × 2,1 cm

Avis libraires et clients

À propos de l'auteur

Biographie de Kenneth E. Train

Professor Kenneth E. Train teaches econometrics, regulation, and industrial organization at the University of California, Berkeley. He also serves as Vice President of National Economic Research Associates (NERA), Inc., in San Francisco, California. The author of Optimal Regulation : The Economic Theory of Natural Monopoly (sggr) and Qualitative Choice Analysis (s986), Dr. Train has written more than 60 articles on economic theory and regulation.
He chaired the Center for Regulatory Policy at the University of California, Berkeley, from 1993 to 2000 and has testified as an expert witness in regulatory proceedings and court cases. He has received numerous awards for his teaching and research.

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