Discussion Papers, Department of Finance and Management Science, Norwegian School of Economics (NHH)
No 2010/1:
Some aspects of random utility, extreme value theory and multinomial logit models
Jonas Andersson ()
and Jan Ubøe ()
Abstract: In this paper we give a survey on some basic ideas related
to random utility, extreme value theory and multinomial logit models. These
ideas are well known within the field of spatial economics, but do not
appear to be common knowledge to researchers in probability theory. The
purpose of the paper is to try to bridge this gap.
Keywords: Random utility theory; extreme value theory; multinomial logit models; entropy.; (follow links to similar papers)
JEL-Codes: C50; (follow links to similar papers)
15 pages, January 15, 2010
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