Simulation estimation of mixed discrete choice models using randomized and scrambled Halton sequences
Tài liệu tham khảo
Bhat, 1995, A heteroscedastic extreme value model of intercity travel mode choice, Transportation Research, 29B, 471, 10.1016/0191-2615(95)00015-6
Bhat, 2001, Quasi-random maximum simulated likelihood estimation of the mixed multinomial logit model, Transportation Research, 35B, 677, 10.1016/S0191-2615(00)00014-X
Braaten, 1979, An improved low-discrepancy sequence for multidimensional quasi-Monte Carlo integration, Journal of Computational Physics, 33, 249, 10.1016/0021-9991(79)90019-6
Brownstone, D., 2000. Discrete choice modeling for transportation, resource paper, presented at the International Association for Travel Behaviour Research Meeting, The Gold Coast, Australia, July
Cranley, 1976, Randomization of number theoretic methods for multiple integrations, SIAM Journal of Numerical Analysis, 13, 904, 10.1137/0713071
Daganzo, 1979
Fang, 1994
Hajivassiliou, 1994, Classical estimation methods for LDV models using simulations, 2383, 10.1016/S1573-4412(05)80009-1
Hajivassiliou, 1996, Simulation of multivariate normal rectangle probabilities and their derivatives: theoretical and computational results, Journal of Econometrics, 72, 85, 10.1016/0304-4076(94)01716-6
Hausman, 1978, A conditional probit model for qualitative choice: discrete decisions recognizing interdependence and heterogeneous preferences, Econometrica, 48, 403, 10.2307/1913909
Hellekalek, 1984, Regularities in the distribution of special sequences, Journal of Number Theory, 18, 41, 10.1016/0022-314X(84)90041-6
Hensher, D., 1999. The valuation of travel time savings for urban car drivers: evaluating alternative model specifications, Technical paper, Institute of Transport Studies, University of Sydney
Hickernell, 2000, The mean square discrepancy of scrambled (T,S)-sequences, SIAM Journal of Numerical Analysis, 38, 1089, 10.1137/S0036142999358019
Kocis, 1997, Computational investigations of low-discrepancy sequences, ACM Transactions on Mathematical Software, 23, 266, 10.1145/264029.264064
McFadden, 1989, A method of simulated moments for estimation of the multinomial probit without numerical integration, Econometrica, 57, 995, 10.2307/1913621
Morohosi, 1998, A practical approach to the error estimation of quasi-Monte Carlo integration
Niederreiter, H., 1992. Random number generation and quasi-Monte Carlo methods, 63, CBMS-NSF Regional Conference Series in Applied Math, SIAM, Philadelphia, Pennsylvania
Niederreiter, 1995, New developments in uniform pseudo-random number and vector generation, 94
Niederreiter, 1998, Nets, (t,s)-sequences, and algebraic geometry, 138, 267
Okten, 1996, Error estimation for quasi-Monte Carlo methods, 351
Owen, 1995, Randomly permuted (t,m,s)-nets and (t,s)-sequences, 299
Owen, 1997, Scrambled net variance for integrals of smooth functions, The Annals of Statistics, 25, 1541, 10.1214/aos/1031594731
Owen, 1998, Latin supercube sampling for very high dimensional simulations, ACM Transactions on Modeling and Computer Simulation, 8, 71, 10.1145/272991.273010
Shaw, 1988, A quasirandom approach to integration in Bayesian statistics, The Annals of Statistics, 16, 895, 10.1214/aos/1176350842
Spanier, 1994, Quasi-random methods for estimating integrals using relatively small samples, SIAM Review, 36, 18, 10.1137/1036002
Train, K., 1995. Simulation methods for probit and related models based on convenient error partitioning, technical paper, Department of Economics, University of California, Berkeley
Train, K., 1999. Halton sequences for mixed logit, technical paper, Department of Economics, University of California, Berkeley
Train, K., 2001. A comparison of hierarchical bayes and maximum simulated likelihood for mixed logit, technical paper, Department of Economics, University of California, Berkeley
Tuffin, 1996, On the use of low discrepancy sequences in Monte Carlo methods, Monte Carlo Methods and Applications, 2, 295, 10.1515/mcma.1996.2.4.295
Wang, 2000, Randomized Halton sequences, Mathematical and Computer Modelling, 32, 887, 10.1016/S0895-7177(00)00178-3
Yue, 2001, Integration and approximation based on scrambled sampling in arbitrary dimensions, Journal of Complexity, 17, 881, 10.1006/jcom.2001.0602
Zaremba, 1968, The mathematical basis of Monte Carlo and quasi-Monte Carlo methods, SIAM Review, 10, 303, 10.1137/1010056