Journal article | Zeitschriftenartikel
Dynamic invariant multinomial probit model: identification, pretesting and estimation
"We present a new specification for the multinomial multiperiod Probit model with autocorrelated errors. In sharp contrast with commonly used specifications, ours is invariant with respect to the choice of a baseline alternative for utility differencing. It also nests these standard models as special cases, allowing for data based selection of the baseline alternatives for the latter. Likelihood evaluation is achieved under an Efficient Importance Sampling (EIS) version of the standard GHK algorithm. Several simulation experiments highlight identification, estimation and pretesting within the new class of multinomial multiperiod Probit models." [author's abstract]
- Umfang
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Seite(n): 117-127
- Sprache
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Englisch
- Anmerkungen
-
Status: Postprint; begutachtet (peer reviewed)
- Erschienen in
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Journal of Econometrics, 155(2)
- Thema
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Sozialwissenschaften, Soziologie
Erhebungstechniken und Analysetechniken der Sozialwissenschaften
- Ereignis
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Geistige Schöpfung
- (wer)
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Liesenfeld, Roman
Richard, Jean-François
- Ereignis
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Veröffentlichung
- (wann)
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2009
- DOI
- URN
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urn:nbn:de:0168-ssoar-267992
- Rechteinformation
-
GESIS - Leibniz-Institut für Sozialwissenschaften. Bibliothek Köln
- Letzte Aktualisierung
-
21.06.2024, 16:27 MESZ
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GESIS - Leibniz-Institut für Sozialwissenschaften. Bibliothek Köln. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Zeitschriftenartikel
Beteiligte
- Liesenfeld, Roman
- Richard, Jean-François
Entstanden
- 2009
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