Specification test on mixed logit models

Jinyong Hahn, Jerry Hausman and Josh Lustig

No 58/17, CeMMAP working papers from Institute for Fiscal Studies

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

Date: 2017-12-12
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https://www.cemmap.ac.uk/wp-content/uploads/2020/08/CWP5817.pdf (application/pdf)

Related works:
Journal Article: Specification test on mixed logit models (2020)
Working Paper: Specification test on mixed logit models (2017)
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Persistent link: https://EconPapers.repec.org/RePEc:azt:cemmap:58/17

DOI: 10.1920/wp.cem.2017.5817

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