Showing 1 - 10 of 8,308
A common way to determine values of travel time and schedule delay is to estimate departure time choice models, using stated preference (SP) or revealed preference (RP) data. The latter are used less frequently, mainly because of the difficulties to collect the data required for the model...
Persistent link: https://www.econbiz.de/10011255960
We estimate a discrete-continuous model of vehicle demand and use for the Belgian region of Flanders, combining the results of the official regional travel survey with a detailed database of vehicle characteristics. The overall predictive value of the submodel predicting the number of vehicles...
Persistent link: https://www.econbiz.de/10011110454
short-run choices of departure times, using data from a real-life peak avoidance experiment. We find that participants value …
Persistent link: https://www.econbiz.de/10011256935
-wide discrete choice experiment among 711 potential car buyers. We estimate consumers’ willingness-to-pay (WTP) and contingent …
Persistent link: https://www.econbiz.de/10010840298
is developed to study the Mexican social program Progresa (called now Oportunidades) in which a randomized experiment has …
Persistent link: https://www.econbiz.de/10005504259
This paper shows how to cope with a problem of model selection and simplification using the principle of coherence (Gabriel (1969): A procedure involving testing a set of models ought not accept a model while rejecting a more general model). The mathematical lattice theory is used to define a...
Persistent link: https://www.econbiz.de/10005407880
Persistent link: https://www.econbiz.de/10005407977
This paper provides estimators of discrete choice models, including binary, ordered, and multinomial response (choice) models. The estimators closely resemble ordinary and two stage least squares. The distribution of the model's latent variable error is unknown and may be related to the...
Persistent link: https://www.econbiz.de/10004968796
We consider estimation of means of functions that are scaled by an unknown density, or equivalently, integrals of conditional expectations. The "ordered data" estimator we provide is root n consistent, asymptotically normal, and is numerically extremely simple, involving little more than...
Persistent link: https://www.econbiz.de/10004968822
In this paper we give simple proofs of identification results in discrete choice models for the case where neither the deterministic part nor the distribution function of the random parts of the utility function is specified parametrically. The regularity conditions imposed are standard, but...
Persistent link: https://www.econbiz.de/10004980904