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A Bayesian analysis of the multinomial probit model with fully identified parameters

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  1. Schröder, Nadine & Hruschka, Harald, 2016. "Investigating the effects of mailing variables and endogeneity on mailing decisions," European Journal of Operational Research, Elsevier, vol. 250(2), pages 579-589.
  2. Yiyi Wang & Kara Kockelman & Paul Damien, 2014. "A spatial autoregressive multinomial probit model for anticipating land-use change in Austin, Texas," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 52(1), pages 251-278, January.
  3. Mark D. Flood & John C. Liechty & Thomas Piontek, 2015. "Systemwide Commonalities in Market Liquidity," Working Papers 15-11, Office of Financial Research, US Department of the Treasury.
  4. Ricardo A. Daziano & Luis Miranda-Moreno & Shahram Heydari, 2013. "Computational Bayesian Statistics in Transportation Modeling: From Road Safety Analysis to Discrete Choice," Transport Reviews, Taylor & Francis Journals, vol. 33(5), pages 570-592, September.
  5. Sylvia Kaufmann, 2014. "K-state switching models with time-varying transition distributions – Does credit growth signal stronger effects of variables on inflation?," Working Papers 14.04, Swiss National Bank, Study Center Gerzensee.
  6. Ando, Tomohiro & Bai, Jushan & Li, Kunpeng, 2022. "Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity," Journal of Econometrics, Elsevier, vol. 230(1), pages 20-38.
  7. Paleti, Rajesh, 2018. "Generalized multinomial probit Model: Accommodating constrained random parameters," Transportation Research Part B: Methodological, Elsevier, vol. 118(C), pages 248-262.
  8. Alan L. Montgomery & Shibo Li & Kannan Srinivasan & John C. Liechty, 2004. "Modeling Online Browsing and Path Analysis Using Clickstream Data," Marketing Science, INFORMS, vol. 23(4), pages 579-595, November.
  9. Patrick Ding & Guido Imbens & Zhaonan Qu & Yinyu Ye, 2024. "Computationally Efficient Estimation of Large Probit Models," Papers 2407.09371, arXiv.org, revised Sep 2024.
  10. Mohamed Lachaab & Asim Ansari & Kamel Jedidi & Abdelwahed Trabelsi, 2006. "Modeling preference evolution in discrete choice models: A Bayesian state-space approach," Quantitative Marketing and Economics (QME), Springer, vol. 4(1), pages 57-81, March.
  11. Rub'en Loaiza-Maya & Didier Nibbering, 2022. "Fast variational Bayes methods for multinomial probit models," Papers 2202.12495, arXiv.org, revised Oct 2022.
  12. Aiste Ruseckaite & Dennis Fok & Peter Goos, 2016. "Flexible Mixture-Amount Models for Business and Industry using Gaussian Processes," Tinbergen Institute Discussion Papers 16-075/III, Tinbergen Institute.
  13. Robert Zeithammer & Peter Lenk, 2006. "Bayesian estimation of multivariate-normal models when dimensions are absent," Quantitative Marketing and Economics (QME), Springer, vol. 4(3), pages 241-265, September.
  14. Roberto Leon-Gonzalez, "undated". "Data Augmentation in Limited-Dependent Variable Models," Discussion Papers 02/09, Department of Economics, University of York.
  15. Sumeetpal S. Singh & Nicolas Chopin & Nick Whiteley, 2010. "Bayesian Learning of Noisy Markov Decision Processes," Working Papers 2010-36, Center for Research in Economics and Statistics.
  16. Jin Gyo Kim & Ulrich Menzefricke & Fred M. Feinberg, 2007. "Capturing Flexible Heterogeneous Utility Curves: A Bayesian Spline Approach," Management Science, INFORMS, vol. 53(2), pages 340-354, February.
  17. Lawrence Kessler & Murat Munkin, 2015. "Bayesian estimation of panel data fractional response models with endogeneity: an application to standardized test rates," Empirical Economics, Springer, vol. 49(1), pages 81-114, August.
  18. Zhang, Xiao & Boscardin, W. John & Belin, Thomas R. & Wan, Xiaohai & He, Yulei & Zhang, Kui, 2015. "A Bayesian method for analyzing combinations of continuous, ordinal, and nominal categorical data with missing values," Journal of Multivariate Analysis, Elsevier, vol. 135(C), pages 43-58.
  19. Michelle Sovinsky & Liana Jacobi & Alessandra Allocca & Tao Sun, 2024. "More than Joints: Multi-Substance Use, Choice Limitations, and Policy Implications," CRC TR 224 Discussion Paper Series crctr224_2024_501, University of Bonn and University of Mannheim, Germany.
  20. Munkin, Murat K. & Trivedi, Pravin K., 2008. "Bayesian analysis of the ordered probit model with endogenous selection," Journal of Econometrics, Elsevier, vol. 143(2), pages 334-348, April.
  21. Peter E. Rossi & Greg M. Allenby, 2003. "Bayesian Statistics and Marketing," Marketing Science, INFORMS, vol. 22(3), pages 304-328, July.
  22. John Geweke & Joel Horowitz & M. Hashem Pesaran, 2006. "Econometrics: A Bird’s Eye View," CESifo Working Paper Series 1870, CESifo.
  23. R. Klein Entink & J.-P. Fox & W. Linden, 2009. "A Multivariate Multilevel Approach to the Modeling of Accuracy and Speed of Test Takers," Psychometrika, Springer;The Psychometric Society, vol. 74(1), pages 21-48, March.
  24. Martin, Gael M. & Frazier, David T. & Maneesoonthorn, Worapree & Loaiza-Maya, Rubén & Huber, Florian & Koop, Gary & Maheu, John & Nibbering, Didier & Panagiotelis, Anastasios, 2024. "Bayesian forecasting in economics and finance: A modern review," International Journal of Forecasting, Elsevier, vol. 40(2), pages 811-839.
  25. Linhai Wu & Xiaolin Liu & Dian Zhu & Hongsha Wang & Shuxian Wang & Lingling Xu, 2015. "Simulation of Market Demand for Traceable Pork with Different Levels of Safety Information: A Case Study in Chinese Consumers," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 63(4), pages 513-537, December.
  26. Anastasios Panagiotelis & Michael S. Smith & Peter J. Danaher, 2014. "From Amazon to Apple: Modeling Online Retail Sales, Purchase Incidence, and Visit Behavior," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(1), pages 14-29, January.
  27. Gael M. Martin & David T. Frazier & Ruben Loaiza-Maya & Florian Huber & Gary Koop & John Maheu & Didier Nibbering & Anastasios Panagiotelis, 2023. "Bayesian Forecasting in the 21st Century: A Modern Review," Monash Econometrics and Business Statistics Working Papers 1/23, Monash University, Department of Econometrics and Business Statistics.
  28. Max J. Pachali & Peter Kurz & Thomas Otter, 0. "How to generalize from a hierarchical model?," Quantitative Marketing and Economics (QME), Springer, vol. 0, pages 1-38.
  29. Hongjai Rhee & Minsoo Park, 2011. "Fixed-to-mobile call substitution and telephony market definition in Korea," Journal of Regulatory Economics, Springer, vol. 40(2), pages 198-218, October.
  30. Omori, Yasuhiro, 2007. "Efficient Gibbs sampler for Bayesian analysis of a sample selection model," Statistics & Probability Letters, Elsevier, vol. 77(12), pages 1300-1311, July.
  31. Gary Koop, 2004. "Modelling the evolution of distributions: an application to Major League baseball," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 167(4), pages 639-655, November.
  32. Yeonbae Kim, 2002. "Estimation of discrete/continuous choice model: application of Bayesian approach using Gibbs sampling," Applied Economics Letters, Taylor & Francis Journals, vol. 9(5), pages 305-309.
  33. Maksym, Obrizan, 2010. "A Bayesian Model of Sample Selection with a Discrete Outcome Variable," MPRA Paper 28577, University Library of Munich, Germany.
  34. Susan Athey & Guido W. Imbens, 2007. "Discrete Choice Models With Multiple Unobserved Choice Characteristics," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 48(4), pages 1159-1192, November.
  35. Duncan Fong & Sunghoon Kim & Zhe Chen & Wayne DeSarbo, 2016. "A Bayesian Multinomial Probit MODEL FOR THE ANALYSIS OF PANEL CHOICE DATA," Psychometrika, Springer;The Psychometric Society, vol. 81(1), pages 161-183, March.
  36. Patrick Bajari & Matthew E. Kahn, 2005. "Estimating Housing Demand With an Application to Explaining Racial Segregation in Cities," Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 20-33, January.
  37. Jin, Ying & Su, Meng, 2009. "Recommendation and repurchase intention thresholds: A joint heterogeneity response estimation," International Journal of Research in Marketing, Elsevier, vol. 26(3), pages 245-255.
  38. Chiew, Esther & Daziano, Ricardo A., 2016. "A Bayes multinomial probit model for random consumer-surplus maximization," Journal of choice modelling, Elsevier, vol. 21(C), pages 56-59.
  39. Steven Berry & James Levinsohn & Ariel Pakes, 2004. "Differentiated Products Demand Systems from a Combination of Micro and Macro Data: The New Car Market," Journal of Political Economy, University of Chicago Press, vol. 112(1), pages 68-105, February.
  40. Andrew T. Ching & Tülin Erdem & Michael P. Keane, 2013. "Learning Models: An Assessment of Progress, Challenges and New Developments," Economics Papers 2013-W07, Economics Group, Nuffield College, University of Oxford.
  41. Dennis Fok & Richard Paap & Philip Hans Franses, 2014. "Incorporating Responsiveness to Marketing Efforts in Brand Choice Modeling," Econometrics, MDPI, vol. 2(1), pages 1-25, February.
  42. Zellner, Arnold & Ando, Tomohiro, 2010. "A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model," Journal of Econometrics, Elsevier, vol. 159(1), pages 33-45, November.
  43. Veettil, Prakashan Chellattan & Speelman, Stijn & Frija, Aymen & Buysse, Jeroen & van Huylenbroeck, Guido, 2011. "Complementarity between water pricing, water rights and local water governance: A Bayesian analysis of choice behaviour of farmers in the Krishna river basin, India," Ecological Economics, Elsevier, vol. 70(10), pages 1756-1766, August.
  44. Patil, Priyadarshan N. & Dubey, Subodh K. & Pinjari, Abdul R. & Cherchi, Elisabetta & Daziano, Ricardo & Bhat, Chandra R., 2017. "Simulation evaluation of emerging estimation techniques for multinomial probit models," Journal of choice modelling, Elsevier, vol. 23(C), pages 9-20.
  45. Max J. Pachali & Peter Kurz & Thomas Otter, 2020. "How to generalize from a hierarchical model?," Quantitative Marketing and Economics (QME), Springer, vol. 18(4), pages 343-380, December.
  46. Heaps, Sarah E. & Boys, Richard J. & Farrow, Malcolm, 2014. "Computation of marginal likelihoods with data-dependent support for latent variables," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 392-401.
  47. Speelman, Stijn & Veettil, Prakashan Chellatan, 2012. "Comparing the scope for irrigation water rights reforms in India and South Africa," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil 126731, International Association of Agricultural Economists.
  48. Lamoureux, Christopher G. & Nejadmalayeri, Ali, 2015. "Costs of capital and public issuance choice," Journal of Banking & Finance, Elsevier, vol. 61(C), pages 27-45.
  49. Doug J. Chung & Kyoungwon Seo & Reo Song, 2023. "Efficient computation of discrete games: Estimating the effect of Apple on market structure," Production and Operations Management, Production and Operations Management Society, vol. 32(7), pages 2245-2263, July.
  50. Park, Sang Soo & Lee, Chung-Ki, 2011. "베이지안 추정법을 이용한 주택선택의 다항프로빗 모형 분석 [Analysis of housing choice using multinomial probit model – Bayesian estimation]," MPRA Paper 37150, University Library of Munich, Germany.
  51. Raja Chakir & Olivier Parent, 2009. "Determinants of land use changes: A spatial multinomial probit approach," Papers in Regional Science, Wiley Blackwell, vol. 88(2), pages 327-344, June.
  52. Michelle Sovinsky & Liana Jacobi & Alessandra Allocca & Tao Sun, 2023. "More than Joints: Multi-Substance Use, Choice Limitations, and Policy Implications," Rationality and Competition Discussion Paper Series 487, CRC TRR 190 Rationality and Competition.
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  54. Moffa, Giusi & Kuipers, Jack, 2014. "Sequential Monte Carlo EM for multivariate probit models," Computational Statistics & Data Analysis, Elsevier, vol. 72(C), pages 252-272.
  55. Luttmann, Alexander, 2019. "Are passengers compensated for incurring an airport layover? Estimating the value of layover time in the U.S. airline industry," Economics of Transportation, Elsevier, vol. 17(C), pages 1-13.
  56. Ricardo A. Daziano & Martin Achtnicht, 2014. "Forecasting Adoption of Ultra-Low-Emission Vehicles Using Bayes Estimates of a Multinomial Probit Model and the GHK Simulator," Transportation Science, INFORMS, vol. 48(4), pages 671-683, November.
  57. Martijn van Hasselt, 2005. "Bayesian Sampling Algorithms for the Sample Selection and Two-Part Models," Computing in Economics and Finance 2005 241, Society for Computational Economics.
  58. Dogan, Osman & Taspinar, Suleyman, 2016. "Bayesian Inference in Spatial Sample Selection Models," MPRA Paper 82829, University Library of Munich, Germany.
  59. Andrew T. Ching & Tülin Erdem & Michael P. Keane, 2013. "Invited Paper ---Learning Models: An Assessment of Progress, Challenges, and New Developments," Marketing Science, INFORMS, vol. 32(6), pages 913-938, November.
  60. W. Kuiper & Anton Cozijnsen, 2011. "The Performance of German Firms in the Business-Related Service Sectors Revisited: Differential Evolution Markov Chain Estimation of the Multinomial Probit Model," Computational Economics, Springer;Society for Computational Economics, vol. 37(4), pages 331-362, April.
  61. Peter Lenk, 2014. "Bayesian estimation of random utility models," Chapters, in: Stephane Hess & Andrew Daly (ed.), Handbook of Choice Modelling, chapter 20, pages 457-497, Edward Elgar Publishing.
  62. Murat K. Munkin & Partha Deb & Pravin K. Trivedi, 2006. "Bayesian analysis of the two-part model with endogeneity: application to health care expenditure," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(7), pages 1081-1099.
  63. Seongkyoon Jeong & Jae Young Choi & Jaeyun Kim, 2011. "The determinants of research collaboration modes: exploring the effects of research and researcher characteristics on co-authorship," Scientometrics, Springer;Akadémiai Kiadó, vol. 89(3), pages 967-983, December.
  64. Fruhwirth-Schnatter, Sylvia & Fruhwirth, Rudolf, 2007. "Auxiliary mixture sampling with applications to logistic models," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3509-3528, April.
  65. Rong Zhang & Brett A. Inder & Xibin Zhang, 2012. "Parameter estimation for a discrete-response model with double rules of sample selection: A Bayesian approach," Monash Econometrics and Business Statistics Working Papers 5/12, Monash University, Department of Econometrics and Business Statistics.
  66. Ruixuan Liu & Zhengfei Yu, 2024. "Quasi-Bayesian Estimation and Inference with Control Functions," Papers 2402.17374, arXiv.org.
  67. Piatek, Rémi & Gensowski, Miriam, 2017. "A Multinomial Probit Model with Latent Factors: Identification and Interpretation without a Measurement System," IZA Discussion Papers 11042, Institute of Labor Economics (IZA).
  68. Yeonbae Kim & Tai-Yoo Kim & Eunnyeong Heo, 2003. "Bayesian estimation of multinomial probit models of work trip choice," Transportation, Springer, vol. 30(3), pages 351-365, August.
  69. Daziano, Ricardo A. & Achtnicht, Martin, 2012. "Forecasting adoption of ultra-low-emission vehicles using the GHK simulator and Bayes estimates of a multinomial probit model," ZEW Discussion Papers 12-017, ZEW - Leibniz Centre for European Economic Research.
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  82. Ruben Loaiza-Maya & Didier Nibbering, 2020. "Scalable Bayesian Estimation in the Multinomial Probit Model," Monash Econometrics and Business Statistics Working Papers 25/20, Monash University, Department of Econometrics and Business Statistics.
  83. Paap, Richard & van Nierop, Erjen & van Heerde, Harald J. & Wedel, Michel & Franses, Philip Hans & Alsem, Karel Jan, 2005. "Consideration sets, intentions and the inclusion of "don't know" in a two-stage model for voter choice," International Journal of Forecasting, Elsevier, vol. 21(1), pages 53-71.
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