DECONVOLUTING PREFERENCES AND ERRORS: A MODEL FOR BINOMIAL PANEL DATA

B-Tier
Journal: Econometric Theory
Year: 2010
Volume: 26
Issue: 6
Pages: 1846-1854

Authors (2)

Fosgerau, Mogens (Københavns Universitet) Nielsen, Søren Feodor (not in RePEc)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

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.

Technical Details

RePEc Handle
repec:cup:etheor:v:26:y:2010:i:06:p:1846-1854_99
Journal Field
Econometrics
Author Count
2
Added to Database
2026-01-25