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Incorporating responsiveness to marketing efforts in brand choice modeling
Fok, Dennis; Paap, Richard; Franses, Philip Hans - In: Econometrics : open access journal 2 (2014) 1, pp. 20-44
We put forward a brand choice model with unobserved heterogeneity that concerns responsiveness to marketing efforts. We introduce two latent segments of households. The first segment is assumed to respond to marketing efforts, while households in the second segment do not do so. Whether a...
Persistent link: https://www.econbiz.de/10010336207
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Chapter 6. Identification of Models of the Labor Market
French, Eric; Taber, Christopher - In: Handbook of labor economics : volume 4, part A, (pp. 537-617). 2011
This chapter discusses identification of common selection models of the labor market. We start with the classic Roy model and show how it can be identified with exclusion restrictions. We then extend the argument to the generalized Roy model, treatment effect models, duration models, search...
Persistent link: https://www.econbiz.de/10014025127
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Forecasting of recessions via dynamic probit for time series : replication and extension of Kauppi and Saikkonen (2008)
Park, Byeong U.; Simar, Léopold; Zelenyuk, Valentin - In: Empirical economics : a journal of the Institute for … 58 (2020) 1, pp. 379-392
Persistent link: https://www.econbiz.de/10012219002
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Chapter 77 Linear Inverse Problems in Structural Econometrics Estimation Based on Spectral Decomposition and Regularization
Carrasco, Marine; Florens, Jean-Pierre; Renault, Eric - In: Handbook of econometrics : volume 6B, (pp. 5633-5751). 2007
Inverse problems can be described as functional equations where the value of the function is known or easily estimable but the argument is unknown. Many problems in econometrics can be stated in the form of inverse problems where the argument itself is a function. For example, consider a...
Persistent link: https://www.econbiz.de/10014024938
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Chapter 76 Large Sample Sieve Estimation of Semi-Nonparametric Models
Chen, Xiaohong - In: Handbook of econometrics : volume 6B, (pp. 5549-5632). 2007
complicated semi-nonparametric models with (or without) endogeneity and latent heterogeneity. It can easily incorporate prior … information and constraints, often derived from economic theory, such as monotonicity, convexity, additivity, multiplicity …
Persistent link: https://www.econbiz.de/10014024939
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Chapter 9 Approximate Nonlinear Forecasting Methods
White, Halbert - 2006
We review key aspects of forecasting using nonlinear models. Because economic models are typically misspecified, the resulting forecasts provide only an approximation to the best possible forecast. Although it is in principle possible to obtain superior approximations to the optimal forecast...
Persistent link: https://www.econbiz.de/10014023697
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Semiparametric estimation of models with conditional moment restrictions in the presence of nonclassical measurement errors
Song, Suyong - In: Journal of Econometrics 185 (2015) 1, pp. 95-109
This paper develops a framework for the analysis of semiparametric conditional moment models with endogenous and … endogeneity and measurement errors of the causes of interest, which has been observed in linear parametric models. Two … method. It supports that correcting for both endogeneity and measurement errors on total expenditure is substantial in …
Persistent link: https://www.econbiz.de/10011190706
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A new mixed MNP model accommodating a variety of dependent non-normal coefficient distributions
Bhat, Chandra R.; Lavieri, Patrícia S. - In: Theory and decision : an international journal for … 84 (2018) 2, pp. 239-275
Persistent link: https://www.econbiz.de/10011940887
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Nonparametric estimates of demand in the California health insurance exchange
Tebaldi, Pietro; Torgovitsky, Alexander; Yang, Hanbin - In: Econometrica : journal of the Econometric Society, an … 91 (2023) 1, pp. 107-146
Persistent link: https://www.econbiz.de/10014309636
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Is the ladder sticky? : measuring semi-parametrically state dependence in earnings mobility
Brodaty, Thibault - In: Applied economics 50 (2018) 2, pp. 143-156
Persistent link: https://www.econbiz.de/10011845929