References

  • Abramowitz, M. and Stegun, A. (1970), Handbook of Mathematical Functions, New York: Dover Press.

  • Amemiya, T. (1981), “Qualitative Response Models: A Survey,” Journal of Economic Literature, 19, 483–536.

  • Amemiya, T. (1985), Advanced Econometrics, Cambridge, MA: Harvard University Press.

  • Ben-Akiva, M. and Lerman, S. R. (1985), Discrete Choice Analysis: Theory and Application to Travel Demand, MIT Press Series in Transportation Studies, Cambridge, MA: MIT Press.

  • Bhat, C. R. (1995), “A Heteroscedastic Extreme Value Model of Intercity Travel Mode Choice,” Transportation Research, 29, 471–483.

  • Brownstone, D. and Small, K. A. (1989), “Efficient Estimation of Nested Logit Models,” Journal of Business and Economic Statistics, 7, 67–74.

  • Brownstone, D. and Train, K. (1999), “Forecasting New Product Penetration with Flexible Substitution Patterns,” Journal of Econometrics, 89, 109–129.

  • Daganzo, C. (1979), Multinomial Probit: The Theory and Its Application to Demand Forecasting, New York: Academic Press.

  • Daganzo, C. and Kusnic, M. (1993), “Two Properties of the Nested Logit Model,” Transportation Science, 27, 395–400.

  • Estrella, A. (1998), “A New Measure of Fit for Equations with Dichotomous Dependent Variables,” Journal of Business and Economic Statistics, 16, 198–205.

  • Gallant, A. R. (1987), Nonlinear Statistical Models, New York: John Wiley & Sons.

  • Geweke, J. (1989), “Bayesian Inference in Econometric Models Using Monte Carlo Integration,” Econometrica, 57, 1317–1339.

  • Geweke, J., Keane, M. P., and Runkle, D. (1994), “Alternative Computational Approaches to Inference in the Multinomial Probit Model,” Review of Economics and Statistics, 76, 609–632.

  • Godfrey, L. G. (1988), Misspecification Tests in Econometrics, Cambridge: Cambridge University Press.

  • Greene, W. H. (1997), Econometric Analysis, 3rd Edition, Upper Saddle River, NJ: Prentice-Hall.

  • Gregory, A. W. and Veall, M. R. (1985), “On Formulating Wald Tests for Nonlinear Restrictions,” Econometrica, 53, 1465–1468.

  • Hajivassiliou, V. A. (1993), “Simulation Estimation Methods for Limited Dependent Variable Models,” in G. S. Maddala, C. R. Rao, and H. D. Vinod, eds., Econometrics, volume 11 of Handbook of Statistics, New York: Elsevier Science.

  • Hajivassiliou, V. A., McFadden, D. L., and Ruud, P. A. (1996), “Simulation of Multivariate Normal Rectangle Probabilities and Their Derivatives: Theoretical and Computational Results,” Journal of Econometrics, 72, 85–134.

  • Hausman, J. A. and McFadden, D. (1984), “Specification Tests for the Multinomial Logit Model,” Econometrica, 52, 1219–1240.

  • Hensher, D. A. (1986), “Sequential and Full Information Maximum Likelihood Estimation of a Nested Logit Model,” Review of Economics and Statistics, 68, 657–667.

  • Hensher, D. A. (1993), “Using Stated Response Choice Data to Enrich Revealed Preference Discrete Choice Models,” Marketing Letters, 4, 139–151.

  • Keane, M. P. (1994), “A Computationally Practical Simulation Estimator for Panel Data,” Econometrica, 62, 95–116.

  • Keane, M. P. (1997), “Current Issues in Discrete Choice Modeling,” Marketing Letters, 8, 307–322.

  • LaMotte, L. R. (1994), “A Note on the Role of Independence in t Statistics Constructed from Linear Statistics in Regression Models,” American Statistician, 48, 238–240.

  • Luce, R. D. (1959), Individual Choice Behavior: A Theoretical Analysis, New York: John Wiley & Sons.

  • Maddala, G. S. (1983), Limited-Dependent and Qualitative Variables in Econometrics, New York: Cambridge University Press.

  • McFadden, D. (1974), “Conditional Logit Analysis of Qualitative Choice Behavior,” in P. Zarembka, ed., Frontiers in Econometrics, New York: Academic Press.

  • McFadden, D. (1978), “Modelling the Choice of Residential Location,” in A. Karlqvist, L. Lundqvist, F. Snickars, and J. Weibull, eds., Spatial Interaction Theory and Planning Models, Amsterdam: North-Holland.

  • McFadden, D. (1981), “Econometric Models of Probabilistic Choice,” in C. F. Manski and D. McFadden, eds., Structural Analysis of Discrete Data with Econometric Applications, Cambridge, MA: MIT Press.

  • McFadden, D., Talvitie, A. P., and Associates (1977), The Urban Travel Demand Forecasting Project: Phase I Final Report Series, volume 5, Berkeley: Institute of Transportation Studies, University of California, Berkeley.

  • McFadden, D. L. and Ruud, P. A. (1994), “Estimation by Simulation,” Review of Economics and Statistics, 76, 591–608.

  • Phillips, C. B. and Park, J. Y. (1988), “On Formulating Wald Tests of Nonlinear Restrictions,” Econometrica, 56, 1065–1083.

  • Powers, D. A. and Xie, Y. (2000), Statistical Methods for Categorical Data Analysis, San Diego: Academic Press.

  • Schmidt, P. and Strauss, R. (1975), “The Prediction of Occupation Using Multiple Logit Models,” International Economic Review, 16, 471–486.

  • Small, K. (1982), “The Scheduling of Consumer Activities: Work Trips,” American Economic Review, 72, 467–479.

  • Spector, L. and Mazzeo, M. (1980), “Probit Analysis and Economic Education,” Journal of Economic Education, 11, 37–44.

  • Swait, J. and Bernardino, A. (2000), “Distinguishing Taste Variation from Error Structure in Discrete Choice Data,” Transportation Research Part B, 34, 1–15.

  • Theil, H. (1969), “A Multinomial Extension of the Linear Logit Model,” International Economic Review, 10, 251–259.

  • Train, K. E., Ben-Akiva, M., and Atherton, T. (1989), “Consumption Patterns and Self-Selecting Tariffs,” Review of Economics and Statistics, 71, 62–73.