Nonparametric identification of discrete choice models with lagged dependent variables

DOI10.1016/j.jeconom.2019.08.005zbMath1456.62308OpenAlexW2980023639WikidataQ127090019 ScholiaQ127090019MaRDI QIDQ2295813

Benjamin Williams

Publication date: 17 February 2020

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2019.08.005

zbMATH Keywords

discrete choicebinary choicespecial regressorlagged dependent variablenonparametric panel data

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05)

Related Items (1)

Genericity of the completeness condition with constrained instruments

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