dc.contributor.author | Liesenfeld, Roman | de |
dc.contributor.author | Richard, Jean-François | de |
dc.date.accessioned | 2011-10-02T02:50:00Z | de |
dc.date.accessioned | 2012-08-30T06:51:21Z | |
dc.date.available | 2012-08-30T06:51:21Z | |
dc.date.issued | 2009 | de |
dc.identifier.uri | http://www.ssoar.info/ssoar/handle/document/26799 | |
dc.description.abstract | "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] | en |
dc.language | en | de |
dc.subject.ddc | Sozialwissenschaften, Soziologie | de |
dc.subject.ddc | Social sciences, sociology, anthropology | en |
dc.subject.other | Discrete choice; Efficient Importance sampling; Invariance; Monte-Carlo integration; Panel data; Simulated maximum likelihood; | |
dc.title | Dynamic invariant multinomial probit model: identification, pretesting and estimation | en |
dc.description.review | begutachtet (peer reviewed) | de |
dc.description.review | peer reviewed | en |
dc.source.journal | Journal of Econometrics | de |
dc.source.volume | 155 | de |
dc.source.issue | 2 | de |
dc.subject.classoz | Erhebungstechniken und Analysetechniken der Sozialwissenschaften | de |
dc.subject.classoz | Methods and Techniques of Data Collection and Data Analysis, Statistical Methods, Computer Methods | en |
dc.identifier.urn | urn:nbn:de:0168-ssoar-267992 | de |
dc.date.modified | 2011-10-06T10:31:00Z | de |
dc.rights.licence | PEER Licence Agreement (applicable only to documents from PEER project) | de |
dc.rights.licence | PEER Licence Agreement (applicable only to documents from PEER project) | en |
ssoar.gesis.collection | SOLIS;ADIS | de |
ssoar.contributor.institution | http://www.peerproject.eu/ | de |
internal.status | 1 | de |
dc.type.stock | article | de |
dc.type.document | journal article | en |
dc.type.document | Zeitschriftenartikel | de |
dc.rights.copyright | f | de |
dc.source.pageinfo | 117-127 | |
internal.identifier.classoz | 10105 | |
internal.identifier.journal | 195 | de |
internal.identifier.document | 32 | |
internal.identifier.ddc | 300 | |
dc.identifier.doi | https://doi.org/10.1016/j.jeconom.2009.09.021 | de |
dc.description.pubstatus | Postprint | en |
dc.description.pubstatus | Postprint | de |
internal.identifier.licence | 7 | |
internal.identifier.pubstatus | 2 | |
internal.identifier.review | 1 | |
internal.check.abstractlanguageharmonizer | CERTAIN | |
internal.check.languageharmonizer | CERTAIN_RETAINED | |