Revisiting panel data discrete choice models with lagged dependent variables

CR Dobronyi, F Ouyang, TT Yang - arXiv preprint arXiv:2301.09379, 2023 - arxiv.org
This paper revisits the identification and estimation of a class of semiparametric (distribution-
free) panel data binary choice models with lagged dependent variables, exogenous …

Identification and Estimation of Demand Models with Endogenous Product Entry and Exit

V Aguirregabiria, A Iaria, S Sokullu - arXiv preprint arXiv:2308.14196, 2023 - arxiv.org
This paper deals with the endogeneity of firms' entry and exit decisions in demand
estimation. Product entry decisions lack a single crossing property in terms of demand …

Continuous permanent unobserved heterogeneity in dynamic discrete choice models

J Bunting - arXiv preprint arXiv:2202.03960, 2022 - arxiv.org
In dynamic discrete choice (DDC) analysis, it is common to use mixture models to control for
unobserved heterogeneity. However, consistent estimation typically requires both …

Genericity of the completeness condition with constrained instruments

I Loh - Economics Letters, 2023 - Elsevier
It is shown that, under regularity conditions commonly imposed for estimation, completeness
becomes a topologically generic property of a widely used triangular nonparametric …

[PDF][PDF] Essays on the Econometrics of Dynamic Discrete Choice

J Bunting - Economics) Federico Bugni, Adviser, 2021 - dukespace.lib.duke.edu
Disentangling the causal effect of policy from that of behavior—ie controlling for selection—
is a foundational empirical challenge in economics. Dynamic discrete choice models are a …

Semiparametrik Panel Ikili Nitel Tercih Modeli: Stırpat Yaklaşımı ile Küresel Ölçekte Sürdürülebilirliğin Çevresel Boyutunun Analizi

T Acar - 2023 - search.proquest.com
Parametrik panel ikili nitel tercih modellerinde fonksiyonel yapı, modelde yer alan bağımlı
değişken ile bağımsız değişkenler arasındaki ilişkiyi tanımlayan belirli bir işlevsel biçime …

Semiparametric estimation of dynamic binary choice panel data models

F Ouyang, TT Yang - Econometric Theory, 2020 - cambridge.org
We propose a new approach to the semiparametric analysis of panel data binary choice
models with fixed effects and dynamics (lagged dependent variables). The model under …