Working Paper

Specification test on mixed logit models


Jinyong Hahn, Jerry Hausman, Josh Lustig

Published Date

12 December 2017


Working Paper (CWP58/17)

This paper proposes a specification test of the mixed logit models, by generalizing Hausman and McFadden’s (1984) test. We generalize the test even further by considering a model developed by Berry, Levinsohn and Pakes (1995).