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Estimation with the nested logit model: specifications and software particularities
Silberhorn, Nadja; Boztuğ, Yasemin; Hildebrandt, Lutz - 2006
the performance of simulation studies with the nested logit model. In simulation studies with the nested logit model using … NNNL software (e. g. PROC MDC in SAS), it must be pointed out that the simulation of the utility function's error terms … logit model are shown on the basis of a simulation study. …
Persistent link: https://www.econbiz.de/10010272735
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Estimation with the nested logit model: specifications and software particularities
Silberhorn, Nadja; Boztuğ, Yasemin; Hildebrandt, Lutz - 2007
The paper discusses the nested logit model for choices between a set of mutually exclusive alternatives (e.g. brand choice, strategy decisions, modes of transportation, etc.). Due to the ability of the nested logit model to allow and account for similarities between pairs of alternatives, the...
Persistent link: https://www.econbiz.de/10010272737
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Estimation with the nested logit model : specifications and software particularities
Silberhorn, Nadja (contributor);  … - 2007
; simulation study …
Persistent link: https://www.econbiz.de/10003634024
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Estimation with the nested logit model : specifications and software particularities
Silberhorn, Nadja (contributor);  … - 2006
the performance of simulation studies with the nested logit model. In simulation studies with the nested logit model using … NNNL software (e. g. PROC MDC in SAS), it must be pointed out that the simulation of the utility function's error terms … logit model are shown on the basis of a simulation study. -- nested logit model ; utility maximization nested logit ; non …
Persistent link: https://www.econbiz.de/10003324329
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Simulated Maximum Likelihood Estimation of the Sequential Search Model
Chung, Jae Hyen; Chintagunta, Pradeep K.; Misra, Sanjog - 2023
. In an extensive simulation study, the proposed method is compared with existing likelihood simulators that have recently …
Persistent link: https://www.econbiz.de/10014345225
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A two state model for noise-induced resonance in bistable systems with delay
Fischer, Markus; Imkeller, Peter - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2005
The subject of the present paper is a simplified model for a symmetric bistable system with memory or delay, the reference model, which in the presence of noise exhibits a phenomenon similar to what is known as stochastic resonance. The reference model is given by a one dimensional parametrized...
Persistent link: https://www.econbiz.de/10005677968
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Estimation with the Nested Logit Model: Specifications and Software Particularities
Silberhorn, Nadja; Boztug, Yasemin; Hildebrandt, Lutz - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2006
the performance ofsimulation studies with the nested logit model. In simulation studies with the nested logit model using … NNNL software (e. g. PROC MDC in SAS(c) ), it must be pointed out that the simulation of the utility function´s error terms … logit model are shown on the basis of a simulation study. …
Persistent link: https://www.econbiz.de/10005677976
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Calculation of multivariate normal probabilities by simulation, with applications to maximum simulated likelihood estimation
Cappellari, Lorenzo (contributor);  … - 2006
We discuss methods for calculating multivariate normal probabilities by simulation and two new Stata programs for this … used for maximum simulated likelihood estimation. -- simulation estimation ; maximum simulated likelihood ; multivariate …
Persistent link: https://www.econbiz.de/10003316516
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Calculation of Multivariate Normal Probabilities By Simulation, With Applications to Maximum Simulated Likelihood Estimation
Cappellari, Lorenzo; Jenkins, Stephen P. - 2021
We discuss methods for calculating multivariate normal probabilities by simulation and two new Stata programs for this …
Persistent link: https://www.econbiz.de/10013317606
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Stochastic Volatility Estimation with GPU Computing
Santos, António Alberto; Andrade, João - Grupo de Estudos Monetários e Financeiros (GEMF), … - 2014
In this paper, we show how to estimate the parameters of stochastic volatility models using Bayesian estimation and Markov chain Monte Carlo (MCMC) simulations through the approximation of the a-posteriori distribution of parameters. Simulated independent draws are made possible by using...
Persistent link: https://www.econbiz.de/10010765774