Specification test on mixed logit models

Jinyong Hahn, Jerry Hausman () and Josh Lustig
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Jerry Hausman: Institute for Fiscal Studies and MIT
Josh Lustig: Institute for Fiscal Studies

No CWP58/17, CeMMAP working papers from Centre for Microdata Methods and Practice, Institute for Fiscal Studies

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

Date: 2017-12-12
New Economics Papers: this item is included in nep-dcm and nep-ecm
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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:ifs:cemmap:58/17

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