no code implementations • 9 Apr 2021 • Christopher Dobronyi, Jiaying Gu, Kyoo il Kim
We show that the identification problem for a class of dynamic panel logit models with fixed effects has a connection to the truncated moment problem in mathematics.
no code implementations • 26 Oct 2020 • Christopher Dobronyi, Christian Gouriéroux
In each model, individual-level heterogeneity is characterized by a distribution $\pi\in\Pi$ of taste parameters, and heterogeneity across consumers is introduced using a distribution $F$ over the distributions in $\Pi$.
