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Found 5 papers, 0 papers with code
High Dimensional Binary Choice Model with Unknown Heteroskedasticity or Instrumental Variables
Our proposed approaches extend the special regressor estimator originally proposed by Lewbel (2000).
Semiparametric Discrete Choice Models for Bundles
We also demonstrate that the identification strategy underlying these procedures can be extended naturally to panel data settings, producing an analogous localized maximum score estimator and a LAD estimator for estimating bundle choice models with fixed effects.
Revisiting Panel Data Discrete Choice Models with Lagged Dependent Variables
This paper revisits the identification and estimation of a class of semiparametric (distribution-free) panel data binary choice models with lagged dependent variables, exogenous covariates, and entity fixed effects.
A One-Covariate-at-a-Time Method for Nonparametric Additive Models
Similarly to Chudik, Kapetanios and Pesaran (2018), we consider the statistical significance of individual nonparametric additive components one at a time and take into account the multiple testing nature of the problem.
Semiparametric Estimation of Dynamic Binary Choice Panel Data Models
We propose a new approach to the semiparametric analysis of panel data binary choice models with fixed effects and dynamics (lagged dependent variables).
