Specification test on mixed logit models

Jinyong Hahn, Jerry Hausman and Josh Lustig

Journal of Econometrics, 2020, vol. 219, issue 1, 19-37

Abstract: This paper proposes a specification test of the mixed logit models, by generalizing Hausman and McFadden (1984) test. We generalize the test even further by considering a model developed by Berry et al. (1995).

Keywords: Multinomial choice model; Specification test (search for similar items in EconPapers)
JEL-codes: C12 C25 (search for similar items in EconPapers)
Date: 2020
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

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Related works:
Working Paper: Specification test on mixed logit models (2017)
Working Paper: Specification test on mixed logit models (2017)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:219:y:2020:i:1:p:19-37

DOI: 10.1016/j.jeconom.2020.03.015

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