Constructive identification in some nonseparable discrete choice models

DOI10.1016/J.JECONOM.2018.12.007zbMATH Open1452.62949OpenAlexW2904716009WikidataQ128751790 ScholiaQ128751790MaRDI QIDQ2000850FDOQ2000850

Rosa Matzkin

Publication date: 1 July 2019

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2018.12.007

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zbMATH Keywords

unobserved heterogeneitymonotonicitynonparametric identificationrandom coefficientsdiscrete choicedistribution-free methodsrandom utilitynonseparabilityrank conditions

Mathematics Subject Classification ID

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

Cites Work

• Semiparametric analysis of discrete response. Asymptotic properties of the maximum score estimator
• Maximum score estimation of the stochastic utility model of choice
• A Conditional Probit Model for Qualitative Choice: Discrete Decisions Recognizing Interdependence and Heterogeneous Preferences
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• Semiparametric Estimation of Index Coefficients
• Bayesian Statistics and Marketing
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• Specification Tests for the Multinomial Logit Model
• A Smoothed Maximum Score Estimator for the Binary Response Model
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• Semiparametric qualitative response model estimation with unknown heteroscedasticity or instrumental variables
• Title not available (Why is that?)
• Automobile Prices in Market Equilibrium
• A Bayesian mixed logit-probit model for multinomial choice
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• The random coefficients logit model is identified
• Semiparametric Estimation of Monotone and Concave Utility Functions for Polychotomous Choice Models
• Nonparametric Discrete Choice Models With Unobserved Heterogeneity
• Identification in nonparametric limited dependent variable models with simultaneity and unobserved heterogeneity
• Nonparametric estimation in random coefficients binary choice models
• Title not available (Why is that?)
• A Poisson mixture model of discrete choice
• Estimation of Nonparametric Models With Simultaneity

Cited In (3)

• Annals issue in honor of Jerry A. Hausman. Editors' introduction
• A note on identification in discrete choice models with partial observability
• Heterogeneity and the Non-Parametric Analysis of Consumer Choice: Conditions for Invertibility

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