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Deconvoluting Preferences And Errors: A Model For Binomial Panel Data

  • Fosgerau, Mogens
  • Nielsen, Søren Feodor

In many stated choice experiments researchers observe the random variables V , X , and Y = 1{ U + δ ⊤ X + ε null V }, t ≤ T , where δ is an unknown parameter and U and ε null are unobservable random variables. We show that under weak assumptions the distributions of U and ε null and also the unknown parameter δ can be consistently estimated using a sieved maximum likelihood estimation procedure.

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Article provided by Cambridge University Press in its journal Econometric Theory.

Volume (Year): 26 (2010)
Issue (Month): 06 (December)
Pages: 1846-1854

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Handle: RePEc:cup:etheor:v:26:y:2010:i:06:p:1846-1854_99
Contact details of provider: Postal: Cambridge University Press, UPH, Shaftesbury Road, Cambridge CB2 8BS UK
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  1. Mogens Fosgerau, 2004. "Investigating the distribution of the value of travel time savings," Urban/Regional 0410005, EconWPA, revised 25 Nov 2004.
  2. Kenneth Train, 2003. "Discrete Choice Methods with Simulation," Online economics textbooks, SUNY-Oswego, Department of Economics, number emetr2, March.
  3. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
  4. Kjartan Sælensminde, 2001. "Inconsistent choices in Stated Choice data;Use of the logit scaling approach to handle resulting variance increases," Transportation, Springer, vol. 28(3), pages 269-296, August.
  5. Gabler, Siegfried & Laisney, Francois & Lechner, Michael, 1993. "Seminonparametric Estimation of Binary-Choice Models with an Application to Labor-Force Participation," Journal of Business & Economic Statistics, American Statistical Association, vol. 11(1), pages 61-80, January.
  6. Fosgerau, Mogens & Hjort, Katrine & Vincent Lyk-Jensen, Stéphanie, 2007. "An approach to the estimation of the distribution of marginal valuations from discrete choice data," MPRA Paper 3907, University Library of Munich, Germany.
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