非参数连续/离散选择模型

NONPARAMETRIC CONTINUOUS/DISCRETE CHOICE MODELS*

International Economic Review · 2007
被引 39
人大 AABS 4

中文导读

探讨在间接效用函数非参数设定下,离散/连续选择模型的构建与识别问题,给出非可分离样本选择模型的识别结果,适用于需要处理混合选择的经济学实证研究。

Abstract

Modeling choices that are both discrete and continuous is important in several settings. The purpose of this article is to explore formulation and identification of such models when indirect utility functions are specified nonparametrically. Here we consider general nonseparable disturbances. We give identification results for nonseparable sample selection models and use these to analyze identification of discrete/continuous choice models.

非参数识别离散连续选择样本选择模型不可分扰动