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Nonseparable multinomial choice models in cross-section and panel data

Chernozhukov, Victor; Fernández-Val, Iván; Newey, … - 2017

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

Identification in dynamic binary choice models

Chamberlain, Gary - 2023

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

Discrete choice nonresponse

Ramalho, Esmerelda A. (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001778947

Consistent testing for stochastic dominance : a subsampling approach

Linton, Oliver (contributor); … - 2003 - [Elektronische Ressource], rev

Persistent link: https://www.econbiz.de/10001748245

Nonparametric analysis of random utility models : testing

Kitamura, Yuichi; Stoye, Jörg - 2013

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

Identification of discrete choice models for bundles and binary games

Fox, Jeremy T.; Lazzati, Natalia - 2013

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

Individual heterogeneity, nonlinear budget sets, and taxable income

Blomquist, Nils Sören; Kumar, Anil; Liang, Che-yuan; … - 2014 - This draft: April 2014

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

Identification and estimation of preference distributions when voters are ideological

Merlo, Antoine; Paula, Áureo de - 2013

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

Nonparametric identification in nonseparable panel data models with generalized fixed effects

Hoderlein, Stefan; White, Halbert - 2009

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

Endogenous semiparametric binary choice models with heteroscedasticity

Hoderlein, Stefan - 2009

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