Add to ORKGAbstracts: In this paper we give simple proofs of identification results in discrete choice models for the case where neither the derteministic part nor the distribution function of the random parts of the utility function is specified parametrically. The regularity conditions imposed are standard, but differ from conditions applied by other researchers, such as Matzkin (1992, 1993)
In dynamic discrete choice analysis, controlling for unobserved heterogeneity is an important issue,...
Abstract. This paper establishes conditions for nonparametric identification of dynamic optimization...
In dynamic discrete choice analysis, controlling for unobserved heterogeneity is an important issue,...
Abstracts: In this paper we give simple proofs of identification results in discrete choice models f...
Abstracts: In this paper we give simple proofs of identification results in discrete choice models f...
In this paper we give simple proofs of identification results in discrete choice models for the case...
This paper deals with issues of identification in parametric dis-crete choice panel data models with...
We present new identification results for nonparametric models of differentiated products markets, u...
When one wants to estimate a model without specifying the functions and distributions parametrically...
We study nonparametric identification of single-agent discrete choice models for bundles (without re...
We consider empirical measurement of exact equivalent/compensating variation resulting from price-ch...
In semiparametric binary response models, support conditions on the regressors are required to guara...
This paper studies point identification of the distribution of the coefficients in some random coeff...
This paper studies point identification of the distribution of the coefficients in some random coeff...
This paper studies point identification of the distribution of the coefficients in some random coeff...
In dynamic discrete choice analysis, controlling for unobserved heterogeneity is an important issue,...
Abstract. This paper establishes conditions for nonparametric identification of dynamic optimization...
In dynamic discrete choice analysis, controlling for unobserved heterogeneity is an important issue,...
Abstracts: In this paper we give simple proofs of identification results in discrete choice models f...
Abstracts: In this paper we give simple proofs of identification results in discrete choice models f...
In this paper we give simple proofs of identification results in discrete choice models for the case...
This paper deals with issues of identification in parametric dis-crete choice panel data models with...
We present new identification results for nonparametric models of differentiated products markets, u...
When one wants to estimate a model without specifying the functions and distributions parametrically...
We study nonparametric identification of single-agent discrete choice models for bundles (without re...
We consider empirical measurement of exact equivalent/compensating variation resulting from price-ch...
In semiparametric binary response models, support conditions on the regressors are required to guara...
This paper studies point identification of the distribution of the coefficients in some random coeff...
This paper studies point identification of the distribution of the coefficients in some random coeff...
This paper studies point identification of the distribution of the coefficients in some random coeff...
In dynamic discrete choice analysis, controlling for unobserved heterogeneity is an important issue,...
Abstract. This paper establishes conditions for nonparametric identification of dynamic optimization...
In dynamic discrete choice analysis, controlling for unobserved heterogeneity is an important issue,...