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Nonparametric estimation of utility function in first-price sealed-bid auctions
Kim, Dong-hyuk - In: Economics letters 126 (2015), pp. 101-106
Persistent link: https://www.econbiz.de/10011376431
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Nonparametric identification in nonseparable panel data models with generalized fixed effects
Hoderlein, Stefan; White, Halbert - 2009
This paper is concerned with extending the familiar notion of fixed effects to nonlinear setups with infinite dimensional unobservables like preferences. The main result is that a generalized version of differencing identifies local average structural derivatives (LASDs) in very general...
Persistent link: https://www.econbiz.de/10003908561
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Endogenous semiparametric binary choice models with heteroscedasticity
Hoderlein, Stefan - 2009
utility model with endogenous regressors and heterogeneous parameters. We employ a control function IV assumption to establish …
Persistent link: https://www.econbiz.de/10003908565
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Endogenous regressor binary choice models without instruments, with an application to migration
Dong, Yingying - In: Economics letters 107 (2010) 1, pp. 33-35
Persistent link: https://www.econbiz.de/10003970831
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An instrumental variable model of multiple discrete choice
Chesher, Andrew; Rosen, Adam M.; Smolinski, Konrad - 2011
This paper studies identification of latent utility functions in multiple discrete choice models in which there may be … the model delivers set, not point, identification of the latent utility functions and we characterize sharp bounds on …
Persistent link: https://www.econbiz.de/10008842214
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Semiparametric binary random effects models : estimating two types of drinking behavior
Dong, Yingying - In: Economics letters 112 (2011) 1, pp. 79-81
Persistent link: https://www.econbiz.de/10009242113
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Maximum score estimation of preference parameters for a binary choice model under uncertainty
Chen, Le-Yu; Lee, Sokbae; Sung, Myung Jae - 2013
This paper develops maximum score estimation of preference parameters in the binary choice model under uncertainty in which the decision rule is affected by conditional expectations. The preference parameters are estimated in two stages: we estimate conditional expectations nonparametrically in...
Persistent link: https://www.econbiz.de/10009734334
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An instrumental variable model of multiple discrete choice
Chesher, Andrew; Rosen, Adam M.; Smolinski, Konrad - 2011
This paper studies identification of latent utility functions in multiple discrete choice models in which there may be … the model delivers set identification of the latent utility functions and we characterize sharp bounds on those functions …
Persistent link: https://www.econbiz.de/10009419324
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A specification test for discrete choice models
Chicu, Mark; Masten, Matthew A. - In: Economics letters 121 (2013) 2, pp. 336-339
Persistent link: https://www.econbiz.de/10010347100
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Partial independence in nonseparable models
Masten, Matthew A.; Poirier, Alexandre - 2016
model of Chernozhukov and Hansen (2005), and the binary choice model with nonparametric latent utility of Matzkin (1992). …
Persistent link: https://www.econbiz.de/10011488374