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DECONVOLUTING PREFERENCES AND ERRORS: AMODEL FOR BINOMIAL PANEL DATA

Published online by Cambridge University Press:  22 March 2010

Mogens Fosgerau  and
Søren Feodor Nielsen
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Abstract

In many stated choice experiments researchers observethe random variables Vt,Xt, andYt =1{U +δ⊤Xt+ εt <Vt},t ≤ T, whereδ is an unknown parameter andU andεt are unobservablerandom variables. We show that under weakassumptions the distributions of Uand εt and also theunknown parameter δ can beconsistently estimated using a sieved maximumlikelihood estimation procedure.

Information

Type
Brief Report
Information
Econometric Theory , Volume 26 , Issue 6 , December 2010 , pp. 1846 - 1854
Copyright
Copyright © Cambridge University Press 2010

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Footnotes

We are grateful to Bo Honoré, the referees, andthe coeditor Jinyong Hahn for helpful comments.Mogens Fosgerau has received support from theDanish Social Science Research Council.

References

REFERENCES

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