Search Results for author: Thomas Tao Yang

Found 5 papers, 0 papers with code

Semiparametric Discrete Choice Models for Bundles

no code implementations31 Oct 2023 Fu Ouyang, Thomas Tao Yang

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.

Discrete Choice Models

Revisiting Panel Data Discrete Choice Models with Lagged Dependent Variables

no code implementations23 Jan 2023 Christopher R. Dobronyi, Fu Ouyang, Thomas Tao Yang

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.

Discrete Choice Models

A One-Covariate-at-a-Time Method for Nonparametric Additive Models

no code implementations26 Apr 2022 Liangjun Su, Thomas Tao Yang, Yonghui Zhang, Qiankun Zhou

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.

Additive models

Semiparametric Estimation of Dynamic Binary Choice Panel Data Models

no code implementations24 Feb 2022 Fu Ouyang, Thomas Tao Yang

We propose a new approach to the semiparametric analysis of panel data binary choice models with fixed effects and dynamics (lagged dependent variables).

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