Robust discrete choice models with t-distributed kernel errors
Julia implementation of MCMC algorithms for estimation of multinomial probit, multinomial robit and generalised multinomial robit models. Also models with random parameters are support.
The methods are presented in the following paper:
Krueger, R., Bansal, P., Bierlaire, M., Gasos, T. (2021). Robust discrete choice models with t-distributed kernel errors.