<p>[Point=10][/Point]</p><p>&nbsp;</p><p><font size="3"><strong>Discrete Choice Methods with Simulation</strong></font></p><p><br/>This book describes the new generation of discrete choice meth-<br/>ods, focusing on the many advances that are made possible by<br/>simulation. Researchers use these statistical methods to examine<br/>the choices that consumers, households, firms, and other agents<br/>make. Each of the major models is covered: logit, generalized<br/>extreme value (including nested and cross-nested logits), probit,<br/>and mixed logit, plus a variety of specifications that build on<br/>these&nbsp; basics.&nbsp; Simulation-assisted&nbsp; estimation&nbsp; procedures&nbsp; are<br/>investigated&nbsp; and&nbsp; compared,&nbsp; including&nbsp; maximum&nbsp; simulated<br/>likelihood, the method of simulated moments, and the method<br/>of&nbsp; simulated&nbsp; scores.&nbsp; Procedures&nbsp; for&nbsp; drawing&nbsp; from&nbsp; densities<br/>are&nbsp; described,&nbsp; including&nbsp; variance&nbsp; reduction&nbsp; techniques&nbsp; such<br/>as antithetics and Halton draws. Recent advances in Bayesian<br/>procedures are explored, including the use of the Metropolis–<br/>Hastings algorithm and its variant Gibbs sampling. No other<br/>book incorporates all these topics, which have risen in the past<br/>20 years. The procedures are applicable in many fields, includ-<br/>ing energy, transportation, environmental studies, health, labor,<br/>and marketing.</p>
254348.zip
(1.75 MB)
本附件包括:- bib.pdf
- ch1.pdf
- ch10.pdf
- ch11.pdf
- ch12.pdf
- ch2.pdf
- ch3.pdf
- ch4.pdf
- ch5.pdf
- ch6.pdf
- ch7.pdf
- ch8.pdf
- ch9.pdf
- index.pdf
- pre.pdf
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