Deconvoluting Preferences and Errors: A Model for Binomial Panel Data

Mogens Fosgerau, Søren Feodor Nielsen

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Abstrakt

In many stated choice experiments researchers observe the random variables Vt, Xt, and Yt = 1{U + δ⊤Xt + εt < Vt}, t ≤ T, where δ is an unknown parameter and U and εt are unobservable random variables. We show that under weak assumptions the distributions of U and εt and also the unknown parameter δ can be consistently estimated using a sieved maximum likelihood estimation procedure.
OriginalsprogEngelsk
TidsskriftEconometric Theory
Vol/bind26
Udgave nummer6
Sider (fra-til)1846-1854
Antal sider9
ISSN0266-4666
DOI
StatusUdgivet - 2010

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