create a website

A Gibbs sampler for mixed logit analysis of differentiated product markets using aggregate data. (2007). .
In: Computational Economics.
RePEc:kap:compec:v:29:y:2007:i:1:p:33-68.

Full description at Econpapers || Download paper

Cited: 1

Citations received by this document

Cites: 34

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Bayesian analysis of random coefficient logit models using aggregate data. (2009). Rossi, Peter ; Jiang, Renna ; Manchanda, Puneet.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:149:y:2009:i:2:p:136-148.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Albert J.H., Chib S. (1993) Bayesian analysis of binary and polychotomous response data. Journal of the American Statistical Association 88(422): 669–679.
    Paper not yet in RePEc: Add citation now
  2. Börsch-Supan A., Hajivassiliou V. (1993) Smooth unbiased multivariate probability simulators for maximum likelihood estimation of limited dependent variable models?. Journal of Econometrics 58(3): 347–386.

  3. Berry S. (1994) Estimating discrete-choice models of product differentiation. RAND Journal of Economics 25(2): 242–262.

  4. Berry S. (2003). Comment on Bayesian analysis of simultaneous demand and supply. Quantitative Marketing and Economics 1: 285–291.
    Paper not yet in RePEc: Add citation now
  5. Berry S., Levinsohn J., Pakes A. (1995). Automobile prices in market equilibrium. Econometrica 63(4): 841–890.

  6. Berry S., Levinsohn J., Pakes A. (2004). Differentiated products demand systems from a of micro and macro data: The new car market. Journal of Political Economy 112(1): 68–105.

  7. Berry S., Linton O., Pakes A. (2004) Limit theorems for estimating the parameters of differentiated product demand systems. Review of Economic Studies 71: 613–654.

  8. Berry, S., Levinsohn, J., & Pakes, A. (1993). Automobile prices in market equilibrium: Part I and II. NBER Working Paper No. 4264.

  9. Chen, Y., & Yang, S. (2003). Estimating disaggregate model using aggregate data via augmentation of individual choice. Working Paper, Stern School of Business, New York Unitversity.
    Paper not yet in RePEc: Add citation now
  10. Cheong, K.-S., & Judd, K.L. (1999). Mergers and dynamic oligopoly. Working Paper, Hoover Institution, Stanford University.

  11. Chintagunta P. (2002). Investigating category pricing behavior in a retail chain. Journal of Marketing Research 39(2): 141–154.
    Paper not yet in RePEc: Add citation now
  12. Davis, P. (2007). Spatial competition in retail markets: movie theaters. Rand Journal of Economics. (forthcoming).

  13. Gelfand A.E., Smith A.F. (1990). Sampling based approaches to calculating marginal densities. Journal of the American Statistical Association 85(410): 398–409.
    Paper not yet in RePEc: Add citation now
  14. Gelman A., Rubin D.B. (1992) Inference from iterative simulation using multiple sequences. Statistical Science 7(4): 457–511.
    Paper not yet in RePEc: Add citation now
  15. Gelman, A., Carlin, J. B., Stern, H. S., & Rubin, D. B. (2000). Bayesian Data Analysis. Washington, DC: Chapman & Hall/CRC.
    Paper not yet in RePEc: Add citation now
  16. Geweke J. (1996b) Bayesian inference for linear models subject to linear inequality constraints. In: Lee J.C., Johnson W.O., Zellner (eds). Modeling and prediction honoring seymour geisser. Springer, New York, pp. 248–263.
    Paper not yet in RePEc: Add citation now
  17. Geweke, J. (1996a). Monte Carlo simulation and numerical integration. In H. M. Amman, D. A. Kendrick, & J. Rust (Eds.), Handbook of computational economics, 1 Vol. 1. New York:Elsevier.

  18. Geyer C.J. (1992). Practical Markov chain Monte Carlo. Statistical Science 7(4): 473–511.
    Paper not yet in RePEc: Add citation now
  19. Hajivassiliou, V. (1993). Simulators for normal rectangle probabilities and derivatives: The effects of vectorization. International Journal of Supercomputer Applications, 231–253.

  20. Hausman J.A., Wise D.A. (1978) A conditional probit model for qualitive choice: Discrete decisions recognizing interdependence and heterogeneous preferences. Econometrica 46(2): 403–426.

  21. Hirano, K. (1998). Semiparametric Bayesian models for dynamic earnings data. mimeo, Department of Economics, University of California, Los Angeles.
    Paper not yet in RePEc: Add citation now
  22. Judd, K. (1990). Cournot versus Bertrand: A dynamic resolution. Working Paper, Hoover Stanford University.
    Paper not yet in RePEc: Add citation now
  23. Keane M. (1993) A computationally practical simulation estimator for panel data. Econometrica 62: 95–116.

  24. Musalem, A. (2004). On the estimation of individual-level choice models of aggregate share data using data augmentation. Working Paper, Wharton School of Business, University of Pennsylvania.
    Paper not yet in RePEc: Add citation now
  25. Musalem, A., Bradlow, E. T., & Raju, J. S. (2005). Who’s got the coupon? Estimating consumer preferences and coupon usage from aggregate information. Working Paper, Wharton School of Business, University of Pennsylvania.
    Paper not yet in RePEc: Add citation now
  26. Nevo A. (1998) A research assistant’s guide to random coefficient discrete choice models of demand. Department of Economics Working Paper, UC Berkeley.

  27. Nevo A. (2000). Mergers with differentiated products: The case of the ready-to-eat cereal industry. RAND Journal of Economics 31(3): 395–421.

  28. Nevo A. (2001). Measuring market power in the ready-to-eat cereal industry. Econometrica 69(2): 307–342.

  29. Petrin A. (2002). Quantifying the benefits of new products: The case of the minivan. Journal of Political Economy 110: 705–729.

  30. Petrin, A., & Train, K. (2003). Omitted product attributes in discrete choice models. NBER Working Paper 9452.

  31. Polson N. (1992). Comment on C. Geyer’s “Practical Markov chain monte carlo. Statistical Science 7(4): 457–511.
    Paper not yet in RePEc: Add citation now
  32. Roberts G.O., Smith A.F.M. (1994). Simple conditions for the convergence of the Gibbs sampler and Metropolis-Hastings algorithms. Stochastic Processes and their Applications 49: 207–216.

  33. Villas-Boas, S. B. (2004). Vertical contracts between manufacturers and retailers: Inference with limited data. mimeo, HAAS School of Business, University of California, Berkeley.

  34. Yang S., Chen Y., Allenby G.M. (2003). Bayesian analysis of simultaneous demand and supply. Quantitative Marketing and Economics 1: 251–275.

Cocites

Documents in RePEc which have cited the same bibliography

  1. On the Spatial Correlation of International Conflict Initiation and Other Binary and Dyadic Dependent Variables. (2013). Miller, J. ; Luo, Shali .
    In: Working Papers.
    RePEc:umc:wpaper:1306.

    Full description at Econpapers || Download paper

  2. Environmental management systems and technological environmental innovations: Exploring the causal relationship. (2009). Ziegler, Andreas ; Nogareda, Jazmin Seijas .
    In: Research Policy.
    RePEc:eee:respol:v:38:y:2009:i:5:p:885-893.

    Full description at Econpapers || Download paper

  3. Assessing the Effect of Current Account and Currency Crises on Economic Growth. (2008). Aßmann, Christian ; Amann, Christian.
    In: Economics Working Papers.
    RePEc:zbw:cauewp:6878.

    Full description at Econpapers || Download paper

  4. How Do Parents Allocate Time? The Effects of Wages and Income. (2008). Stancanelli, Elena ; Bloemen, Hans.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp3679.

    Full description at Econpapers || Download paper

  5. Determinants and Costs of Current Account Reversals under Heterogeneity and Serial Correlation. (2007). Aßmann, Christian ; Amann, Christian.
    In: Economics Working Papers.
    RePEc:zbw:cauewp:5683.

    Full description at Econpapers || Download paper

  6. A Gibbs sampler for mixed logit analysis of differentiated product markets using aggregate data. (2007). .
    In: Computational Economics.
    RePEc:kap:compec:v:29:y:2007:i:1:p:33-68.

    Full description at Econpapers || Download paper

  7. Unemployment and liquidity constraints. (2007). Ioannides, Yannis ; hajivassiliou, vassilis.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:22:y:2007:i:3:p:479-510.

    Full description at Econpapers || Download paper

  8. What Determines the Inclusion in a Sustainability Stock Index? A Panel Data Analysis for European Companies. (2006). Ziegler, Andreas ; Schröder, Michael ; Schroder, Michael.
    In: ZEW Discussion Papers.
    RePEc:zbw:zewdip:5431.

    Full description at Econpapers || Download paper

  9. Estimation with Numerical Integration on Sparse Grids. (2006). Heiss, Florian ; Winschel, Viktor.
    In: Discussion Papers in Economics.
    RePEc:lmu:muenec:916.

    Full description at Econpapers || Download paper

  10. Long-Run Effects of Public Sector Sponsored Training in West Germany. (2005). Wunsch, Conny ; Lechner, Michael ; Miquel, Ruth.
    In: ZEW Discussion Papers.
    RePEc:zbw:zewdip:2893.

    Full description at Econpapers || Download paper

  11. Some practical issues in the evaluation of heterogeneous labour market programmes by matching methods. (2005). Lechner, Michael.
    In: Labor and Demography.
    RePEc:wpa:wuwpla:0505006.

    Full description at Econpapers || Download paper

  12. How Damaging is Part-time Employment to a Womans Occupational Prospects?. (2005). Prowse, Victoria.
    In: Economics Papers.
    RePEc:nuf:econwp:0519.

    Full description at Econpapers || Download paper

  13. Simulation-Based Two-Step Estimation with Endogenous Regressors. (2005). Kao, Chihwa ; Kan, Kamhon.
    In: Center for Policy Research Working Papers.
    RePEc:max:cprwps:76.

    Full description at Econpapers || Download paper

  14. Health Status and Labour Force Status of Older Working-Age Australian Men. (2005). Kalb, Guyonne ; Cai, Lixin.
    In: Melbourne Institute Working Paper Series.
    RePEc:iae:iaewps:wp2005n09.

    Full description at Econpapers || Download paper

  15. Dynamic labour force participation of married women in Sweden. (2005). Islam, Nizamul.
    In: Working Papers in Economics.
    RePEc:hhs:gunwpe:0184.

    Full description at Econpapers || Download paper

  16. Demand for Non-Alcoholic Beverages: Evidence From The ACNielsen Home Scan Panel. (2005). Capps, Oral ; Pofahl, Geoffrey M. ; Clauson, Annette.
    In: 2005 Annual meeting, July 24-27, Providence, RI.
    RePEc:ags:aaea05:19441.

    Full description at Econpapers || Download paper

  17. Determinants of Environmental Innovations in Germany: Do Organizational Measures Matter? A Discrete Choice Analysis at the Firm Level. (2004). Ziegler, Andreas ; Rennings, Klaus.
    In: ZEW Discussion Papers.
    RePEc:zbw:zewdip:1856.

    Full description at Econpapers || Download paper

  18. Estimating Time Demand Elasticities Under Rationing. (2004). Prowse, Victoria.
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:209.

    Full description at Econpapers || Download paper

  19. Job Search with Nonparticipation. (2004). van der Klaauw, Bas ; Frijters, Paul.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp1407.

    Full description at Econpapers || Download paper

  20. What is the Value Added by Caseworkers?. (2003). Smith, Jeffrey ; Lechner, Michael.
    In: University of Western Ontario, Centre for Human Capital and Productivity (CHCP) Working Papers.
    RePEc:uwo:hcuwoc:20031.

    Full description at Econpapers || Download paper

  21. Estimation of the Sharing Rule Between Adults and Children and Related Equivalence Scales Within a Collective Consumption Framework. (2003). Perali, Federico ; Atella, Vincenzo ; Arias, Carlos ; Castagnini, Raffaella .
    In: CEIS Research Paper.
    RePEc:rtv:ceisrp:28.

    Full description at Econpapers || Download paper

  22. What is the Value Added by Caseworkers?. (2003). Smith, Jeffrey ; Lechner, Michael.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp728.

    Full description at Econpapers || Download paper

  23. Relaxing the IIA Assumption in Locational Choice Models: A Comparison Between Conditional Logit, Mixed Logit, and Multinomial Probit Models. (2003). Eklöf, Matias ; Dahlberg, Matz.
    In: Working Paper Series.
    RePEc:hhs:uunewp:2003_009.

    Full description at Econpapers || Download paper

  24. Job Search with Nonparticipation. (2003). van der Klaauw, Bas ; Frijters, Paul.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3922.

    Full description at Econpapers || Download paper

  25. What is the Value Added by Caseworkers?. (2003). Smith, Jeffrey ; Lechner, Michael.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3825.

    Full description at Econpapers || Download paper

  26. Simulated Classical Tests in the Multiperiod Multinomial Probit Model. (2002). Ziegler, Andreas.
    In: ZEW Discussion Papers.
    RePEc:zbw:zewdip:860.

    Full description at Econpapers || Download paper

  27. Housing Demand in Germany and Japan. (2002). Seko, Miki ; Heiss, Florian ; Borsch-Supan, Axel.
    In: MEA discussion paper series.
    RePEc:mea:meawpa:02008.

    Full description at Econpapers || Download paper

  28. Simulated z-tests in multinomial probit models. (2001). Ziegler, Andreas.
    In: ZEW Discussion Papers.
    RePEc:zbw:zewdip:5409.

    Full description at Econpapers || Download paper

  29. Does Participation in Multiple Welfare Programs Improve Birth Outcomes?. (2001). Swann, Christopher ; Brien, Michael .
    In: JCPR Working Papers.
    RePEc:wop:jopovw:212.

    Full description at Econpapers || Download paper

  30. A New Use of Importance Sampling to Reduce Computational Burden in Simulation Estimation. (2001). Ackerberg, Daniel.
    In: NBER Technical Working Papers.
    RePEc:nbr:nberte:0273.

    Full description at Econpapers || Download paper

  31. Access to credit and its impact on welfare in Malawi:. (2001). Zeller, Manfred ; Diagne, Aliou.
    In: Research reports.
    RePEc:fpr:resrep:116.

    Full description at Econpapers || Download paper

  32. PANEL DATA DOUBLE-HURDLE MODEL: AN APPLICATION TO DAIRY ADVERTISING. (2001). Kaiser, Harry ; Dong, Diansheng ; Chung, Chanjin.
    In: 2001 Annual meeting, August 5-8, Chicago, IL.
    RePEc:ags:aaea01:20502.

    Full description at Econpapers || Download paper

  33. A dynamic multinomial probit model for brand choice with different long-run and short-run effects of marketing-mix variables. (2000). Paap, Richard ; Franses, Philip Hans.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:15:y:2000:i:6:p:717-744.

    Full description at Econpapers || Download paper

  34. Serially correlated variables in dynamic, discrete choice models. (2000). Stinebrickner, Todd.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:15:y:2000:i:6:p:595-624.

    Full description at Econpapers || Download paper

  35. A Censored Random Coefficients Model for Pooled Survey Data with Application to the Estimation of Power Outage Costs. (2000). Moeltner, Klaus ; Layton, David F..
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0912.

    Full description at Econpapers || Download paper

  36. Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators. (1999). Inkmann, Joachim.
    In: Finance.
    RePEc:wpa:wuwpfi:9904003.

    Full description at Econpapers || Download paper

  37. Maximum Simulated Likelihood: A Brief Introduction for Practitioners. (1999). Arias, Carlos ; Cox, Thomas L..
    In: Wisconsin-Madison Agricultural and Applied Economics Staff Papers.
    RePEc:wop:wisaes:421.

    Full description at Econpapers || Download paper

  38. Unemployment and Liquidity Constraints. (1999). Ioannides, Yannis ; hajivassiliou, vassilis.
    In: Discussion Papers Series, Department of Economics, Tufts University.
    RePEc:tuf:tuftec:9925.

    Full description at Econpapers || Download paper

  39. Conducting Inference in Semiparametric Duration Models under Inequality Restrictions on the Shape of the Hazard Implied by Job Search Theory.. (1999). Romeo, Charles J.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:14:y:1999:i:6:p:587-605.

    Full description at Econpapers || Download paper

  40. Estimation of a U.S. Dairy Sector Model by Maximum Simulated Likelihood. (1998). Arias, Carlos ; Cox, Thomas L..
    In: Wisconsin-Madison Agricultural and Applied Economics Staff Papers.
    RePEc:wop:wisaes:417.

    Full description at Econpapers || Download paper

  41. Mixed Logit Estimation of the Value of Travel Time. (1998). Dahlberg, Matz ; Bergström, Pål ; Algers, Staffan ; Dillen, Johanna Lindqvist.
    In: Working Paper Series.
    RePEc:hhs:uunewp:1998_015.

    Full description at Econpapers || Download paper

  42. Simulation Methods for Probit and Related Models Based on Convenient Error Partitioning. (1996). Train, Kenneth.
    In: Econometrics.
    RePEc:wpa:wuwpem:9605001.

    Full description at Econpapers || Download paper

  43. Statistical inference in the multinomial multiperiod probit model. (1994). Keane, Michael ; Geweke, John ; Runkle, David E..
    In: Staff Report.
    RePEc:fip:fedmsr:177.

    Full description at Econpapers || Download paper

  44. Alternative computational approaches to inference in the multinomial probit model. (1994). Keane, Michael ; Geweke, John ; Runkle, David .
    In: Staff Report.
    RePEc:fip:fedmsr:170.

    Full description at Econpapers || Download paper

  45. Simulation of Multivariate Normal Rectangle Probabilities: Theoretical and Computational Results. (1994). Ruud, Paul ; McFadden, Daniel ; hajivassiliou, vassilis.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1021r.

    Full description at Econpapers || Download paper

  46. Classical Estimation Methods for LDV Models Using Simulation. (1993). Ruud, Paul ; hajivassiliou, vassilis.
    In: Econometrics.
    RePEc:wpa:wuwpem:9311002.

    Full description at Econpapers || Download paper

  47. Living Arrangements: Health and Wealth Effects. (1993). Schnabel, Reinhold ; McFadden, Daniel ; Borsch-Supan, Axel.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4398.

    Full description at Econpapers || Download paper

  48. Classical Estimation Methods for LDV Models Using Simulation. (1993). Ruud, Paul ; hajivassiliou, vassilis.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1051.

    Full description at Econpapers || Download paper

  49. Simulation Methods for Probit and Related Models Based on Convenient Error Partitioning. (). Train, Kenneth.
    In: Working Papers.
    RePEc:wop:calbem:_009.

    Full description at Econpapers || Download paper

  50. A Fast Maximum Simulated Likelihood Estimation Technique for NMP Models. (). Bolduc, Denis.
    In: Computing in Economics and Finance 1997.
    RePEc:sce:scecf7:155.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-09-29 23:32:23 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.