Estimating Semi‐Parametric Panel Multinomial Choice Models Using Cyclic Monotonicity
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Ariel Pakes & Jack Porter, 2024.
"Moment inequalities for multinomial choice with fixed effects,"
Quantitative Economics, Econometric Society, vol. 15(1), pages 1-25, January.
- Ariel Pakes & Jack Porter, 2016. "Moment Inequalities for Multinomial Choice with Fixed Effects," NBER Working Papers 21893, National Bureau of Economic Research, Inc.
- Gunsilius, Florian F., 2023. "A condition for the identification of multivariate models with binary instruments," Journal of Econometrics, Elsevier, vol. 235(1), pages 220-238.
- Arjun Seshadri & Johan Ugander, 2020. "Fundamental Limits of Testing the Independence of Irrelevant Alternatives in Discrete Choice," Papers 2001.07042, arXiv.org.
- Chris Muris & Pedro Raposo & Sotiris Vandoros, 2025.
"A Dynamic Ordered Logit Model with Fixed Effects,"
The Review of Economics and Statistics, MIT Press, vol. 107(4), pages 1104-1114, July.
- Chris Muris & Pedro Raposo & Sotiris Vandoros, 2020. "A dynamic ordered logit model with fixed effects," Papers 2008.05517, arXiv.org.
- Chris Muris & Pedro Raposo & Sotiris Vandoros, 2020. "A Dynamic Ordered Logit Model with Fixed Effects," Department of Economics Working Papers 2020-14, McMaster University.
- Bo E. Honoré & Chris Muris & Martin Weidner, 2025.
"Dynamic ordered panel logit models,"
Quantitative Economics, Econometric Society, vol. 16(3), pages 899-945, July.
- Bo E. Honoré & Chris Muris & Martin Weidner, 2021. "Dynamic Ordered Panel Logit Models," Working Papers 2021-14, Princeton University. Economics Department..
- Bo E. Honor'e & Chris Muris & Martin Weidner, 2021. "Dynamic Ordered Panel Logit Models," Papers 2107.03253, arXiv.org, revised Apr 2024.
- Gafarov, Bulat, 2025.
"Simple subvector inference on sharp identified set in affine models,"
Journal of Econometrics, Elsevier, vol. 249(PB).
- Bulat Gafarov, 2019. "Simple subvector inference on sharp identified set in affine models," Papers 1904.00111, arXiv.org, revised Jul 2024.
- Williams, Benjamin, 2020. "Nonparametric identification of discrete choice models with lagged dependent variables," Journal of Econometrics, Elsevier, vol. 215(1), pages 286-304.
- Christopher R. Dobronyi & Fu Ouyang & Thomas Tao Yang, 2023. "Revisiting Panel Data Discrete Choice Models with Lagged Dependent Variables," Papers 2301.09379, arXiv.org, revised Aug 2024.
- Fosgerau, Mogens & Melo, Emerson & Shum, Matthew & Sørensen, Jesper R.-V., 2021.
"Some remarks on CCP-based estimators of dynamic models,"
Economics Letters, Elsevier, vol. 204(C).
- Mogens Fosgerau & Emerson Melo & Matthew Shum & Jesper R.-V. Sørensen, 2021. "Some Remarks on CCP-based Estimators of Dynamic Models," Discussion Papers 21-03, University of Copenhagen. Department of Economics.
- Rui Wang, 2023. "Testing and Identifying Substitution and Complementarity Patterns," Papers 2304.00678, arXiv.org.
- Roy Allen & John Rehbeck, 2020. "Identification of Random Coefficient Latent Utility Models," Papers 2003.00276, arXiv.org.
- Khan, S. & Ponomareva, M. & Tamer, E., 2023. "Identification of dynamic binary response models," Journal of Econometrics, Elsevier, vol. 237(1).
- Allen, Roy, 2022.
"Injectivity and the law of demand,"
Economics Letters, Elsevier, vol. 215(C).
- Roy Allen, 2019. "Injectivity and the Law of Demand," Papers 1908.05714, arXiv.org.
- Fu Ouyang & Thomas Tao Yang, 2020. "Semiparametric Discrete Choice Models for Bundles," Discussion Papers Series 625, School of Economics, University of Queensland, Australia.
- Alfred Galichon & Marc Henry, 2026. "An econometrician's guide to optimal transport," Papers 2604.04227, arXiv.org.
- Pavel Čížek & Serhan Sadikoğlu, 2025.
"Nonseparable panel models with index structure and correlated random effects,"
Econometric Reviews, Taylor & Francis Journals, vol. 44(3), pages 246-274, March.
- Cizek, Pavel & Sadikoglu, Serhan, 2022. "Nonseparable Panel Models with Index Structure and Correlated Random Effects," Other publications TiSEM 7899deb9-0eda-47e6-a3b8-2, Tilburg University, School of Economics and Management.
- Cizek, Pavel & Sadikoglu, Serhan, 2022. "Nonseparable Panel Models with Index Structure and Correlated Random Effects," Discussion Paper 2022-009, Tilburg University, Center for Economic Research.
- Botosaru, Irene & Muris, Chris & Pendakur, Krishna, 2023.
"Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares,"
Journal of Econometrics, Elsevier, vol. 232(2), pages 576-597.
- Irene Botosaru & Chris Muris & Krishna Pendakur, 2020. "Identification of Time-Varying Transformation Models with Fixed Effects, with an Application to Unobserved Heterogeneity in Resource Shares," Papers 2008.05507, arXiv.org, revised Apr 2021.
- Shakeeb Khan & Fu Ouyang & Elie Tamer, 2021. "Inference on semiparametric multinomial response models," Quantitative Economics, Econometric Society, vol. 12(3), pages 743-777, July.
- William Torous & Florian Gunsilius & Philippe Rigollet, 2021. "An Optimal Transport Approach to Estimating Causal Effects via Nonlinear Difference-in-Differences," Papers 2108.05858, arXiv.org, revised Mar 2024.
- Shakeeb Khan & Maria Ponomareva & Elie Tamer, 2019. "Identification of Dynamic Panel Binary Response Models," Boston College Working Papers in Economics 979, Boston College Department of Economics.
- Aristodemou, Eleni, 2021. "Semiparametric identification in panel data discrete response models," Journal of Econometrics, Elsevier, vol. 220(2), pages 253-271.
- Zhenzhen Yan & Karthik Natarajan & Chung Piaw Teo & Cong Cheng, 2022. "A Representative Consumer Model in Data-Driven Multiproduct Pricing Optimization," Management Science, INFORMS, vol. 68(8), pages 5798-5827, August.
- Andrew Chesher & Adam Rosen & Yuanqi Zhang, 2024.
"Robust analysis of short panels,"
IFS Working Papers
WCWP01/24, Institute for Fiscal Studies.
- Andrew Chesher & Adam Rosen & Yuanqi Zhang, 2024. "Robust analysis of short panels," CeMMAP working papers 01/24, Institute for Fiscal Studies.
- Andrew Chesher & Adam M. Rosen & Yuanqi Zhang, 2024. "Robust Analysis of Short Panels," Papers 2401.06611, arXiv.org.
- Hsieh, Yu-Wei & Shi, Xiaoxia & Shum, Matthew, 2022.
"Inference on estimators defined by mathematical programming,"
Journal of Econometrics, Elsevier, vol. 226(2), pages 248-268.
- Yu-Wei Hsieh & Xiaoxia Shi & Matthew Shum, 2017. "Inference on Estimators defined by Mathematical Programming," Papers 1709.09115, arXiv.org.
- Yang, Erya & Kopylov, Igor, 2023. "Random quasi-linear utility," Journal of Economic Theory, Elsevier, vol. 209(C).
- Fu Ouyang & Thomas Tao Yang, 2022. "Semiparametric Estimation of Dynamic Binary Choice Panel Data Models," Papers 2202.12062, arXiv.org, revised Feb 2024.
- Sørensen, Jesper R.-V. & Fosgerau, Mogens, 2022.
"How McFadden met Rockafellar and learned to do more with less,"
Journal of Mathematical Economics, Elsevier, vol. 100(C).
- Jesper R.-V. Soerensen & Mogens Fosgerau, 2020. "How McFadden met Rockafellar and learnt to do more with less," Discussion Papers 20-01, University of Copenhagen. Department of Economics.
- Roy Allen, 2024. "Exogenous Consideration and Extended Random Utility," Papers 2405.13945, arXiv.org.
- Allen, Roy & Rehbeck, John, 2024. "Latent utility and permutation invariance: A revealed preference approach," Journal of Econometrics, Elsevier, vol. 244(1).
- Mehrani, Saharnaz & Sefair, Jorge A., 2022. "Robust assortment optimization under sequential product unavailability," European Journal of Operational Research, Elsevier, vol. 303(3), pages 1027-1043.
- Semenova, Vira, 2023. "Debiased machine learning of set-identified linear models," Journal of Econometrics, Elsevier, vol. 235(2), pages 1725-1746.
- Fu Ouyang & Thomas T. Yang, 2023. "Semiparametric Discrete Choice Models for Bundles," Papers 2306.04135, arXiv.org, revised Nov 2023.
- Jiarui Liu, 2021. "Sequential Search Models: A Pairwise Maximum Rank Approach," Papers 2104.13865, arXiv.org, revised Nov 2021.
- Chernozhukov, Victor & Fernández-Val, Iván & Newey, Whitney K., 2019.
"Nonseparable multinomial choice models in cross-section and panel data,"
Journal of Econometrics, Elsevier, vol. 211(1), pages 104-116.
- Victor Chernozhukov & Ivan Fernandez-Val & Whitney K. Newey, 2017. "Nonseparable multinomial choice models in cross-section and panel data," CeMMAP working papers CWP33/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Iv'an Fern'andez-Val & Whitney Newey, 2017. "Nonseparable Multinomial Choice Models in Cross-Section and Panel Data," Papers 1706.08418, arXiv.org, revised May 2018.
- Victor Chernozhukov & Ivan Fernandez-Val & Whitney K. Newey, 2017. "Nonseparable multinomial choice models in cross-section and panel data," CeMMAP working papers 33/17, Institute for Fiscal Studies.
- Irene Botosaru & Chris Muris & Krishna Pendakur, 2020.
"Intertemporal Collective Household Models: Identification in Short Panels with Unobserved Heterogeneity in Resource Shares,"
CeMMAP working papers
CWP26/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Irene Botosaru & Chris Muris & Krishna Pendakur, 2020. "Intertemporal Collective Household Models: Identification in Short Panels with Unobserved Heterogeneity in Resource Shares," Department of Economics Working Papers 2020-09, McMaster University.
- Chen, Songnian & Khan, Shakeeb & Tang, Xun, 2024. "Endogeneity in weakly separable models without monotonicity," Journal of Econometrics, Elsevier, vol. 238(1).
- Fu Ouyang & Thomas Tao Yang, 2020. "Semiparametric Estimation of Dynamic Binary Choice Panel Data Models," ANU Working Papers in Economics and Econometrics 2020-671, Australian National University, College of Business and Economics, School of Economics.
- Fu Ouyang & Thomas Tao Yang, 2020. "Semiparametric Estimation of Dynamic Binary Choice Panel Data Models," Discussion Papers Series 626, School of Economics, University of Queensland, Australia.
- Allen, Roy & Rehbeck, John, 2022. "Latent complementarity in bundles models," Journal of Econometrics, Elsevier, vol. 228(2), pages 322-341.
Printed from https://ideas.repec.org/r/wly/emetrp/v86y2018i2p737-761.html