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The Trace Restriction: An Alternative Identification Strategy for the Bayesian Multinomial Probit Model. (2012). Nordheim, Erik V. ; Burgette, Lane F..
In: Journal of Business & Economic Statistics.
RePEc:taf:jnlbes:v:30:y:2012:i:3:p:404-410.

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  1. Bayesian forecasting in economics and finance: A modern review. (2024). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:40:y:2024:i:2:p:811-839.

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  2. Bayesian Forecasting in the 21st Century: A Modern Review. (2023). Maheu, John ; Panagiotelis, Anastasios ; Nibbering, Didier ; Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Frazier, David T ; Martin, Gael M.
    In: Monash Econometrics and Business Statistics Working Papers.
    RePEc:msh:ebswps:2023-1.

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  3. Estimation of Rank-Ordered Regret Minimization Models. (2023). Li, Yuling ; Liu, Changbiao.
    In: Computational Economics.
    RePEc:kap:compec:v:62:y:2023:i:4:d:10.1007_s10614-022-10313-y.

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  4. Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John .
    In: Papers.
    RePEc:arx:papers:2212.03471.

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  5. Fast variational inference for multinomial probit models. (2022). Loaiza-Maya, Rub'En ; Nibbering, Didier.
    In: Papers.
    RePEc:arx:papers:2202.12495.

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  6. Scalable Bayesian Estimation in the Multinomial Probit Model. (2020). Nibbering, Didier ; Loaiza-Maya, Ruben.
    In: Monash Econometrics and Business Statistics Working Papers.
    RePEc:msh:ebswps:2020-25.

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  7. Robust discrete choice models with t-distributed kernel errors. (2020). Gasos, Thomas ; Bierlaire, Michel ; Bansal, Prateek ; Krueger, Rico.
    In: Papers.
    RePEc:arx:papers:2009.06383.

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  8. Scalable Bayesian estimation in the multinomial probit model. (2020). Nibbering, Didier ; Loaiza-Maya, Ruben.
    In: Papers.
    RePEc:arx:papers:2007.13247.

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  9. A High-dimensional Multinomial Choice Model. (2019). Nibbering, Didier .
    In: Monash Econometrics and Business Statistics Working Papers.
    RePEc:msh:ebswps:2019-19.

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  10. A Multinomial Probit Model with Latent Factors: Identification and Interpretation without a Measurement System. (2017). Gensowski, Miriam ; Piatek, Remi.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp11042.

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  11. A Bayesian Multinomial Probit MODEL FOR THE ANALYSIS OF PANEL CHOICE DATA. (2016). Chen, Zhe ; Kim, Sunghoon ; Fong, Duncan ; Desarbo, Wayne .
    In: Psychometrika.
    RePEc:spr:psycho:v:81:y:2016:i:1:p:161-183.

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  12. Bayesian Inference in Spatial Sample Selection Models. (2016). Dogan, Osman ; Taspinar, Suleyman.
    In: MPRA Paper.
    RePEc:pra:mprapa:82829.

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References

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  1. Harville D., 2008. Matrix Algebra From a Statistician's Perspective
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  2. Robert C., 2004. Monte Carlo Statistical Methods
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  3. Train K., 2003. Discrete Choice Methods With Simulation

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