1. Designed quadrature to approximate integrals in maximum simulated likelihood estimation. [Paper] [MATLAB Code]

  2. Expectation-maximisation algorithm for the modified hidden Markov model with instance-based learning. [Paper] [Python Code]

  3. A multinomial probit model with Choquet integral and attribute cut-offs. [Paper] [Python code]

  4. Variational Bayes for mixed multinomial logit model. [Paper] [Python Code]

  5. Variational Bayes for spatial count data model. [Paper] [Python Code]

  6. MCMC algorithm to estimate spatial count data model with Bayesian additive regression trees. [Paper][Python Code]

  7. Parallel implementation of kernel multinomial logit model. [Paper] [R Code]

  8. Logit mixed logit model with fixed and random parameters (preference space). [Paper 1] [Paper 2] [MATLAB Code]

  9. Mixed Logit with Inter-intra-individual heterogeneity. [Paper] [Python Code]

  10. A continuous-multinomial response model with a t-distributed error kernel. [Paper][Python Code]

  11. MCMC algorithm to estimate multinomial probit and robit model. [Paper] [Julia Code]

  12. Maximum likelihood estimation of the multinomial probit with analytical gradient. [MATLAB Code]

Note: please cite the relevant paper if you end up using any of the above codes.