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1
A specification test for discrete choice models
Chicu, Mark
;
Masten, Matthew A.
- In:
Economics letters
121
(
2013
)
2
,
pp. 336-339
Persistent link: https://www.econbiz.de/10010347100
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2
Averaging estimators for discrete choice by M-fold cross-validation
Zhao, Shangwei
;
Zhou, Jianhong
;
Yang, Guangren
- In:
Economics letters
174
(
2019
),
pp. 65-69
Persistent link: https://www.econbiz.de/10012121021
Saved in:
3
Semiparametric identification and estimation of discrete choice models for bundles
Ouyang, Fu
;
Yang, Thomas Tao
;
Zhang, Hanghui
- In:
Economics letters
193
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012509113
Saved in:
4
Jackknife bias reduction for simulated maximum likelihood estimator of discrete choice models
Hahn, Jinyong
;
Liu, Xueyuan
- In:
Economics letters
219
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013470559
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5
Semi-parametric discrete choice measures of willingness to pay
Huang, Ju-chin
;
Nychka, Douglas W.
;
Smith, Vincent Kerry
- In:
Economics letters
101
(
2008
)
1
,
pp. 91-94
Persistent link: https://www.econbiz.de/10003787522
Saved in:
6
Flexible labor supply models
Bargain, Olivier
- In:
Economics letters
105
(
2009
)
1
,
pp. 103-105
Persistent link: https://www.econbiz.de/10003899385
Saved in:
7
Semiparametric information bound of dynamic discrete choice models
Buchinsky, Moshe
;
Hahn, Jinyong
;
Kim, Kyoo Il
- In:
Economics letters
108
(
2010
)
2
,
pp. 109-112
Persistent link: https://www.econbiz.de/10008698450
Saved in:
8
Multinomial probit estimates of college completion at 2-year and 4-year schools
Jepsen, Christopher
- In:
Economics letters
98
(
2008
)
2
,
pp. 155-160
Persistent link: https://www.econbiz.de/10003624105
Saved in:
9
Testing for discrete choice models
Zheng, Xu
- In:
Economics letters
98
(
2008
)
2
,
pp. 176-184
Persistent link: https://www.econbiz.de/10003624155
Saved in:
10
A note on the performance of Bover-Arellano discrete choice dynamic estimators
Ostrovsky, Yuri
- In:
Economics letters
93
(
2006
)
2
,
pp. 272-277
Persistent link: https://www.econbiz.de/10003391942
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