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~isPartOf:"Journal of banking & finance"
~isPartOf:"MPRA Paper"
~isPartOf:"Statistical Papers / Springer"
~person:"Fosgerau, Mogens"
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Search: subject:"Multivariate"
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Discrete choice
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Multivariate extreme value
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duration models
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generalised extreme value
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logit
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logsum
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mixture models
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multivariate extreme value
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random utility
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Fosgerau, Mogens
Masih, Mansur
4
Panaretos, John
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Weiß, Gregor
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Bersimis, Sotiris
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Francq, Christian
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Grydaki, Maria
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Mohammad, Irfan
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Psarakis, Stelios
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ABALO, Kodzovi
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Bartram, Söhnke M.
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Bierlaire, Michel
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Caporin, Massimiliano
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Chevapatrakul, Thanaset
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Feng, Yuanhua
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Garita, Gus
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Maravelakis, Petros
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Marçal, Emerson F.
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Perote, Javier
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Puccetti, Giovanni
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Saleem, Kashif
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Stentoft, Lars
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Vaihekoski, Mika
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Valls Pereira, Pedro L.
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Vorobyev, Oleg Yu.
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Wang, Yaw-Huei
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Zakoian, Jean-Michel
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de Silva, Ashton
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Ñíguez, Trino-Manuel
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ATENGA, ETOUNDI
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Abdulai, Awudu
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Acuña, Andrés
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Adams, Zeno
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Adamski, K.
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Aguilera, A.
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Ahmad, Mahyudin
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Akpan, Emmanuel S.
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Choice probability generating functions
Fosgerau, Mogens
;
McFadden, Daniel
;
Bierlaire, Michel
-
Volkswirtschaftliche Fakultät, …
-
2010
. Mixtures of RUM are characterized by logarithmic mixtures of their associated CPGF. The paper relates CPGF to
multivariate
…
Persistent link: https://www.econbiz.de/10008493031
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2
Circumventing the problem of the scale: discrete choice models with multiplicative error terms
Fosgerau, Mogens
;
Bierlaire, Michel
-
Volkswirtschaftliche Fakultät, …
-
2007
We propose a multiplicative specification of a discrete choice model that renders choice probabilities independent of the scale of the utility. The scale can thus be random with unspecified distribution. The model mostly outperforms the classical additive formulation over a range of stated...
Persistent link: https://www.econbiz.de/10005835741
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