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DECONVOLUTING PREFERENCES AND ERRORS: AMODEL FOR BINOMIAL PANEL DATA

Published online by Cambridge University Press:  22 March 2010

Mogens Fosgerau  and
Søren Feodor Nielsen
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Abstract

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In many stated choice experiments researchers observethe random variables Vt,Xt, andYt =1{U +δ⊤Xt+ εt <Vt},t ≤ T, whereδ is an unknown parameter andU andεt are unobservablerandom variables. We show that under weakassumptions the distributions of Uand εt and also theunknown parameter δ can beconsistently estimated using a sieved maximumlikelihood estimation procedure.

Information

Type
Brief Report
Information
Econometric Theory , Volume 26 , Issue 6 , December 2010 , pp. 1846 - 1854
Copyright
Copyright © Cambridge University Press 2010

Footnotes

We are grateful to Bo Honoré, the referees, andthe coeditor Jinyong Hahn for helpful comments.Mogens Fosgerau has received support from theDanish Social Science Research Council.

References

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