Specification test on mixed logit models
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DOI: 10.1016/j.jeconom.2020.03.015
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- Jinyong Hahn & Jerry Hausman & Josh Lustig, 2017. "Specification test on mixed logit models," CeMMAP working papers CWP58/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Jinyong Hahn & Jerry Hausman & Josh Lustig, 2017. "Specification test on mixed logit models," CeMMAP working papers 58/17, Institute for Fiscal Studies.
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- Ji, Pengfei & Wei, Lei, 2023. "Hedging with derivatives to increase firm value," Finance Research Letters, Elsevier, vol. 55(PB).
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More about this item
Keywords
Multinomial choice model; Specification test;JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C25 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions; Probabilities
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