@article{Frühwirth-Schnatter_Frühwirth_2016, title={Bayesian Inference in the Multinomial Logit Model}, volume={41}, url={https://ajs.or.at/index.php/ajs/article/view/vol41%2C%20no1%20-%203}, DOI={10.17713/ajs.v41i1.186}, abstractNote={The multinomial logit model (MNL) possesses a latent variable representation in terms of random variables following a multivariate logistic distribution. Based on multivariate finite mixture approximations of the multivariate logistic distribution, various data-augmented Metropolis-Hastings algorithms are developed for a Bayesian inference of the MNL model.}, number={1}, journal={Austrian Journal of Statistics}, author={Frühwirth-Schnatter, Sylvia and Frühwirth, Rudolf}, year={2016}, month={Feb.}, pages={27–43} }