Nonparametric estimation in random coefficients binary choice models
From MaRDI portal
Publication:2857549
Abstract: Nous consid'erons dans cet article des mod`eles `a choix binaires et coefficients al'eatoires. Le but est d'estimer de mani`ere nonparam'etrique la densit'e du coefficient al'eatoire. Il s'agit d'un probl`eme inverse mal pos'e caract'eris'e par une transformation int'egrale. Un nouvel estimateur de la densit'e du coefficient al'eatoire est propos'e. Il est bas'e sur les d'eveloppements en s'eries de Fourier-Laplace sur la sph`ere. Cette approche permet une 'etude fine du probl`eme d'identification mais aussi d'obtenir un estimateur par injection ayant une expression explicite et ne n'ecessitant aucun optimisation num'erique. Le nouvel estimateur est donc tr`es facile `a obtenir num'eriquement, tout en 'etant souple sur le traitement de l'h'et'erog'en'eit'e inobserv'ee. Nous pr'esentons des extensions parmi lesquellesle traitement de coefficients non al'eatoires et de mod`eles avec endog'en'eit'e.
Recommendations
- Semiparametric estimation of random coefficients in structural economic models
- Maximum likelihood estimation of a binary choice model with random coefficients of unknown distribution
- Analyzing the random coefficient model nonparametrically
- A simple nonparametric approach to estimating the distribution of random coefficients in structural models
- Rate-optimal nonparametric estimation for random coefficient regression models
Cited in
(29)- Semiparametric estimation of random coefficients in structural economic models
- Constructive identification in some nonseparable discrete choice models
- Sieve BLP: a semi-nonparametric model of demand for differentiated products
- Nonparametric Maximum Likelihood Methods for Binary Response Models With Random Coefficients
- Identification in nonparametric limited dependent variable models with simultaneity and unobserved heterogeneity
- Heterogeneous treatment effects: instrumental variables without monotonicity?
- Nonseparable multinomial choice models in cross-section and panel data
- Tests for qualitative features in the random coefficients model
- Local M-estimation with discontinuous criterion for dependent and limited observations
- Rate-optimal nonparametric estimation for random coefficient regression models
- Nonparametric estimation of nonlinear rational expectation models
- Honest confidence sets in nonparametric IV regression and other ill-posed models
- Relaxing Monotonicity in Endogenous Selection Models and Application to Surveys
- Irregular identification of structural models with nonparametric unobserved heterogeneity
- Identification and Estimation of Multinomial Choice Models with Latent Special Covariates
- A simple nonparametric approach to estimating the distribution of random coefficients in structural models
- Analyzing the random coefficient model nonparametrically
- The random coefficients logit model is identified
- Specification testing in random coefficient models
- Robust Estimation in Binary Choice Models
- Identification and estimation in a correlated random coefficients binary response model
- Adaptive estimation in the nonparametric random coefficients binary choice model by needlet thresholding
- Binary response correlated random coefficient panel data models
- The triangular model with random coefficients
- Partial identification in nonseparable binary response models with endogenous regressors
- From aggregate betting data to individual risk preferences
- Adaptive estimation in the linear random coefficients model when regressors have limited variation
- Dynamic binary outcome models with maximal heterogeneity
- Nonparametric identification of the distribution of random coefficients in binary response static games of complete information
This page was built for publication: Nonparametric estimation in random coefficients binary choice models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2857549)
