Maximum likelihood estimation of a binary choice model with random coefficients of unknown distribution

DOI10.1016/S0304-4076(97)00117-6zbMath0955.62118MaRDI QIDQ1305642

T. Scott Thompson, Hidehiko Ichimura

Publication date: 11 November 1999

Published in: Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

identificationrandom coefficientsdiscrete choicebinary response

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric estimation (62G05)

Related Items (20)

Heterogeneous treatment effects: instrumental variables without monotonicity? ⋮ A simple nonparametric approach to estimating the distribution of random coefficients in structural models ⋮ Nonparametric identification of the distribution of random coefficients in binary response static games of complete information ⋮ Sieve BLP: a semi-nonparametric model of demand for differentiated products ⋮ Partial identification in nonseparable binary response models with endogenous regressors ⋮ Adaptive estimation in the nonparametric random coefficients binary choice model by needlet thresholding ⋮ Identification and Estimation of Multinomial Choice Models with Latent Special Covariates ⋮ Irregular identification of structural models with nonparametric unobserved heterogeneity ⋮ Nonparametric Maximum Likelihood Methods for Binary Response Models With Random Coefficients ⋮ SEMIPARAMETRIC ESTIMATION OF RANDOM COEFFICIENTS IN STRUCTURAL ECONOMIC MODELS ⋮ Specification testing in random coefficient models ⋮ A SPECTRAL METHOD FOR DECONVOLVING A DENSITY ⋮ Constructive identification in some nonseparable discrete choice models ⋮ ANALYZING THE RANDOM COEFFICIENT MODEL NONPARAMETRICALLY ⋮ Tests for qualitative features in the random coefficients model ⋮ The repeated insertion model for rankings: missing link between two subset choice models ⋮ Identifying non-consistent choice behavior in recreation demand models ⋮ Identification in nonparametric limited dependent variable models with simultaneity and unobserved heterogeneity ⋮ The random coefficients logit model is identified ⋮ Identification and estimation in a correlated random coefficients binary response model

Cites Work

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