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attributes and multidimensional unobserved heterogeneity with cross-section and panel data. We show that derivatives of choice … identification results to models with endogenous heterogeneity using either a control function or panel data. In time stationary … panel models with two periods, we find that differences over time of derivatives of choice probabilities identify utility …
Persistent link: https://www.econbiz.de/10011665568
This paper studies identification in a binary choice panel data model with choice probabilities depending on a lagged …
Persistent link: https://www.econbiz.de/10014316748
Persistent link: https://www.econbiz.de/10001778947
Persistent link: https://www.econbiz.de/10001748245
This paper develops and implements a nonparametric test of Random Utility Models (RUM) using only nonsatiation and the Strong Axiom of Revealed Preference (SARP) as restrictions on individual level behavior, allowing for fully unrestricted unobserved heterogeneity. The main application is the...
Persistent link: https://www.econbiz.de/10009778543
We study nonparametric identification of single-agent discrete choice models for bundles and binary games of complete information. We provide conditions under which we can recover both the interaction effects and the distributions of potentially correlated unobservables across goods in...
Persistent link: https://www.econbiz.de/10009711326
Given the key role of the taxable income elasticity in designing an optimal tax system there are many studies attempting to estimate this elasticity. To account for nonlinear taxes these studies either use instrumental variables approaches that are not fully consistent, or impose strong...
Persistent link: https://www.econbiz.de/10010349002
This paper studies the nonparametric identification and estimation of voters' preferences when voters are ideological. We establish that voter preference distributions and other parameters of interest can be identified from aggregate electoral data. We also show that these objects can be...
Persistent link: https://www.econbiz.de/10010189045
well known objects like the slope coefficient in the semiparametric panel data binary choice model with fixed effects. We …. -- Nonseparable Models ; Identification ; Panel Data ; Semiparametric ; Binary Choice …
Persistent link: https://www.econbiz.de/10003908561
In this paper we consider endogenous regressors in the binary choice model under a weak median exclusion restriction, but without further specification of the distribution of the unobserved random components. Our reduced form specification with heteroscedastic residuals covers various...
Persistent link: https://www.econbiz.de/10003908565