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A Bayesian analysis of the multinomial probit model using marginal data augmentation

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  • Imai, Kosuke
  • van Dyk, David A.

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  • Imai, Kosuke & van Dyk, David A., 2005. "A Bayesian analysis of the multinomial probit model using marginal data augmentation," Journal of Econometrics, Elsevier, vol. 124(2), pages 311-334, February.
    • Handle: RePEc:eee:econom:v:124:y:2005:i:2:p:311-334
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    1. Geweke, John & Keane, Michael P & Runkle, David, 1994. "Alternative Computational Approaches to Inference in the Multinomial Probit Model," The Review of Economics and Statistics, MIT Press, vol. 76(4), pages 609-632, November.
    2. McCulloch, Robert E. & Polson, Nicholas G. & Rossi, Peter E., 2000. "A Bayesian analysis of the multinomial probit model with fully identified parameters," Journal of Econometrics, Elsevier, vol. 99(1), pages 173-193, November.
    3. Keane, Michael P, 1992. "A Note on Identification in the Multinomial Probit Model," Journal of Business & Economic Statistics, American Statistical Association, vol. 10(2), pages 193-200, April.
    4. Nobile, Agostino, 2000. "Comment: Bayesian multinomial probit models with a normalization constraint," Journal of Econometrics, Elsevier, vol. 99(2), pages 335-345, December.
    5. McCulloch, Robert & Rossi, Peter E., 1994. "An exact likelihood analysis of the multinomial probit model," Journal of Econometrics, Elsevier, vol. 64(1-2), pages 207-240.
    6. Chintagunta, Pradeep K & Prasad, Alok R, 1998. "An Empirical Investigation of the "Dynamic McFadden" Model of Purchase Timing and Brand Choice: Implications for Market Structure," Journal of Business & Economic Statistics, American Statistical Association, vol. 16(1), pages 2-12, January.
    7. McCulloch, Robert E. & Rossi, Peter E., 2000. "Reply to Nobile," Journal of Econometrics, Elsevier, vol. 99(2), pages 347-348, December.
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