Bounds on Parameters in Panel Dynamic Discrete Choice Models

By Bo E. Honoré, Elie Tamer. 2006

221 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/250a832e4730846eb1926e9be76cfa8052ab71d0

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In Economics and Econometrics

Citations in the corpus

Identification and estimation of marginal effects in nonlinear panel models (2008, methodology): “The random part is independent of the regressors and follows a discretized standard normal distribution, as in Honoré and Tamer (2006).”
Minimizing Sensitivity to Model Misspecification (2018, methodology): “The first one is the random-effects (RE) estimator n Z X RE 1 b b δ = Δ a, Xi, β πb γ (a | Xi) da, (45) n A i=1”
Grouped effects estimators in fixed effects models (2016, background): “…distribution of unobservables and its best approximation in the class of models considered.4 A recent alternative and promising approach, pursued in Honoré and Tamer (2006), Chernozhukov, Hong, and Tamer (2004), and Chernozukov, Fernández-Val, Hahn, and Newey (2009), 4Their paper conjectures the…”
More on Confidence Intervals for Partially Identified Parameters (2008, background): “Pr Ã − cl b σl ≤ z1,bρz1 ≤ cu + √ N∆∗ b σu + q 1− bρ2z2! ≥ 1− α (8)”
Regulation of Insurance with Adverse Selection and Switching Costs: Evidence from Medicare Part D (2015, unknown): “…documenting evidence of switching costs is challenging, since we need to distinguish between the “structural” state dependence and unobserved persistent individual heterogeneity (Heckman, 1981a,b; Heckman and Singer, 1986; Heckman, 1991; Honoré, 2002; Honoré and Tamer, 2006; Dube et al., 2010).”
Nonparametric Identification of Finite Mixture Models of Dynamic Discrete Choices (2009, background): “Honoré and Tamer (2006) studied identification of dynamic discrete choice models, including the initial conditions problem, and suggested methods to calculate the identified sets.”
Sensitivity Analysis in Semiparametric Likelihood Models (2011, background): “On the other hand, Honoré and Tamer (2006) show that without making assumptions on g, the parameter θ is partially identified in a pure random effects version of the above model in which Fu (the distribution of u) is assumed to be known up to finite dimensional parameter.”
Changes in the Distribution of Male and Female Wages Accounting for Employment Composition Using Bounds (2004, unknown): “Honoré and Tamer (2006) examined the identifiability of dynamic discrete choice models and showed how parameters that may not be point-identified can be bounded tightly.”
Discrete games with flexible information structures: an application to local grocery markets (2014, background): “(18)See Honoré and Tamer (2006) for an illustration of this point in the context of a single–agent dynamic model.”
Split-Panel Jackknife Estimation of Fixed-Effect Models (2015, background): “For example, in the dynamic binary-choice model where zit = (yit, yit−1) and Pr[yit = 1|yit−1 = x] = F (αi0 + θ0x) for x = 0, 1 and a given distribution function F , a fixed-T consistent estimator of θ0 is available when F is logistic (Chamberlain 1985) but not when F is Gaussian (Honoré and Tamer 2”
Advances in Economics and Econometrics: Identification in Models of Oligopoly Entry (2006, unknown): “This mixture framework is similar to one studied in Honoré and Tamer (2005) in a different setup.”