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The Identification & Economic Content of Ordered Choice Models with Stochastic Thresholds Author info | Abstract | Publisher info | Download info | Related research | Statistics Flavio Cunha
James J. Heckman
Salvador Navarro
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This paper extends the widely used ordered choice model by introducing stochastic thresholds and interval-specific outcomes. The model can be interpreted as a general- ization of the GAFT (MPH) framework for discrete duration data that jointly models durations and outcomes associated with different stopping times. We establish con- ditions for nonparametric identification. We interpret the ordered choice model as a special case of a general discrete choice model and as a special case of a dynamic discrete choice model.
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Paper provided by Geary Institute, University College Dublin in its series Working Papers with number
200726.
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Length: 51 pages
Date of creation: 16 Jul 2007Date of revision:
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Find related papers by JEL classification: C31 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
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References listed on IDEAS Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.: David Crawford & Robert Pollak & Francis Vella, 1998.
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James J. Heckrnan, 1974.
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