Regressive models whith endogenous switching and multiple regimes

[mcfadden]

I'm an italian student attending the university of Napoli Federico II,
Managing Engineering.
In my thesis I'm developing a discrete-continuous model that combines the
two decisions of mode and shipment size in freight transport. The model is a simultaneous equations system with endogenous switching.
The model structure is described in Maddala, G.S. (1983, pp.223-228):
Limited Dipendent anda Qualitative Variables in Econometrics, Cambridge
University Press, Cambridge.
It has been used by Abdelwahb and Sargious in Abdelwahab, Walid e Michael
Sargious (1992): "Modeling the demand for freight transport" Journal
of Transport Economics and Policy, 26(1), 49-70.
Im tryng to extend the model to more than two regimes (alternatives), but
it has been very hard for me find a reference in literature. Could you
help me?
Thanks a lot!

 

[Andy Nguyen]

Go to ITO 33 and download the white papers they have there.
They have some regime switching models. They have up to 3 regimes in the default model but you can certainly extend it.