Semiparametric identification and estimation of discrete choice models for bundles
From MaRDI portal
Publication:2208679
DOI10.1016/j.econlet.2020.109321zbMath1451.91045OpenAlexW3030423448MaRDI QIDQ2208679
Hanghui Zhang, Fu Ouyang, Thomas Tao Yang
Publication date: 3 November 2020
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://www.cbe.anu.edu.au/researchpapers/econ/wp672.pdf
semiparametric modelmedian independencemaximum score estimationidentification at infinitybundle choices
Cites Work
- Endogenous selection or treatment model estimation
- Identifying the average treatment effect in ordered treatment models without unconfoundedness
- Identifying combinatorial valuations from aggregate demand
- Cube root asymptotics
- Semiparametric analysis of discrete response. Asymptotic properties of the maximum score estimator
- Asymptotic efficiency in semi-parametric models with censoring
- Maximum score estimation of the stochastic utility model of choice
- Semiparametric qualitative response model estimation with unknown heteroscedasticity or instrumental variables
- Local M-estimation with discontinuous criterion for dependent and limited observations
- A data-driven bandwidth selection method for the smoothed maximum score estimator
- A Smoothed Maximum Score Estimator for the Binary Response Model
- Semiparametric Estimation of the Intercept of a Sample Selection Model
- A note on identification of discrete choice models for bundles and binary games
- Identification of Binary Response Models
- A Simple Estimator for Binary Choice Models with Endogenous Regressors
- Microeconometrics
This page was built for publication: Semiparametric identification and estimation of discrete choice models for bundles