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Rationalizable Counterfactual Choice Probabilities in Dynamic Binary Choice Processes

Tang, Xun - 2009

We address two issues in nonparametric structural analyses of dynamic binary choice processes (DBCP). First, the DBCP is not testable and decision makers’ single-period payoffs (SPP) cannot be identified even when the distribution of unobservable states (USV) is known. Numerical examples show...

Persistent link: https://www.econbiz.de/10014206587

Identification and Formal Privacy Guarantees

Komarova, Tatiana; Nekipelov, Denis - 2021

Empirical economic research crucially relies on highly sensitive individual datasets.At the same time, increasing availability of public individual-level data that comes from socialnetworks, public government records and directories makes it possible for adversaries to poten-tially de-identify...

Persistent link: https://www.econbiz.de/10013229961

Estimation of a latent class discrete choice panel data model via Maximum Likelihood and EM algorithms in Stata

Pacifico, Daniele - Volkswirtschaftliche Fakultät, … - 2009

This pdf contains a do file that shows how to estimate a latent class discrete choice panel data model in Stata via Maximum Likelihood and an EM algorithm.

Persistent link: https://www.econbiz.de/10008497648

Ordered Response Threshold Estimation

Lewbel, Arthur - Department of Economics, Boston College - 2002

This paper shows that many estimators of thresholds in ordered response models exist, because binary choice location estimators can be converted into threshold estimators. A new threshold estimator is proposed that is consistent under more general conditions. An extension to random thresholds is...

Persistent link: https://www.econbiz.de/10005074138

Nonparametric Identification and Estimation of Finite Mixture Models of Dynamic Discrete Choices

Kasahara, Hiroyuki; Shimotsu, Katsumi - Economics Department, Queen's University - 2006

In dynamic discrete choice analysis, controlling for unobserved heterogeneity is an important issue, and finite mixture models provide flexible ways to account for unobserved heterogeneity. This paper studies nonparametric identifiability of type probabilities and type-specific component...

Persistent link: https://www.econbiz.de/10005688572

A Poisson mixture model of discrete choice

Burda, Martin; Harding, Matthew; Hausman, Jerry - In: Journal of Econometrics 166 (2012) 2, pp. 184-203

heterogeneity is introduced through a random coefficient scheme with a flexible semiparametric distribution. We deal with the …

Persistent link: https://www.econbiz.de/10010577526

Identification And Estimation In A Correlated Random Coefficients Binary Response Model

Hoderlein, Stefan; Sherman, Robert - Department of Economics, Boston College - 2012

We study identification and estimation in a binary response model with random coefficients B allowed to be correlated with regressors X. Our objective is to identify the mean of the distribution of B and estimate a trimmed mean of this distribution. Like Imbens and Newey (2009), we use...

Persistent link: https://www.econbiz.de/10010706317

Random Coefficients in Static Games of Complete Information

Hoderlein, Stefan; Dunker, Fabian; Kaido, Hiroaki - Department of Economics, Boston College - 2013

behavior in a numerical study. Finally, we discuss several extensions, like the semiparametric case, or correlated random …

Persistent link: https://www.econbiz.de/10010706320

Iterative Least Squares Estimator of Binary Choice Models: a Semi-Parametric Approach

Wang, Weiren; Zhou, Mai - Volkswirtschaftliche Fakultät, … - 1995

Most existing semi-parametric estimation procedures for binary choice models are based on the maximum score, maximum … propose an easy-to-compute semi-parametric estimator for binary choice models. The proposed method takes a completely … different approach from the existing methods. The method is based on a semi-parametric interpretation of the Expectation and …

Persistent link: https://www.econbiz.de/10011107416

Partial identification in binary response models with nonignorable nonresponses

Hoshino, Tadao - In: Economics Letters 121 (2013) 1, pp. 74-78

This study investigates the identification of parameters in semiparametric binary response models of the form y=1(x …

Persistent link: https://www.econbiz.de/10011041560