Non-linear mixed logit

被引：0
|
作者：
Steffen Andersen
Glenn W. Harrison
Arne Risa Hole
Morten Lau
E. Elisabet Rutström
机构：
[1] Copenhagen Business School,Department of Economics
[2] Georgia State University,Department of Risk Management & Insurance and CEAR, Robinson College of Business
[3] University of Sheffield,Department of Economics
[4] Durham University,Durham Business School
[5] Georgia State University,Robinson College of Business and Department of Economics, Andrew Young School of Policy Studies
来源：
Theory and Decision | 2012年 / 73卷
关键词：
Risk attitudes; Random coefficients; Mixed logit; Lottery choices; Behavioral econometrics; Structural estimation;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
We develop an extension of the familiar linear mixed logit model to allow for the direct estimation of parametric non-linear functions defined over structural parameters. Classic applications include the estimation of coefficients of utility functions to characterize risk attitudes and discounting functions to characterize impatience. There are several unexpected benefits of this extension, apart from the ability to directly estimate structural parameters of theoretical interest.
引用
收藏
页码：77 / 96
页数：19
相关论文
共 50 条
12345