具有随机阈值的排序选择模型的识别与经济内容

THE IDENTIFICATION AND ECONOMIC CONTENT OF ORDERED CHOICE MODELS WITH STOCHASTIC THRESHOLDS*

International Economic Review · 2007
被引 49
人大 AABS 4

中文导读

扩展了排序选择模型,引入随机阈值和区间特定结果,可解释为离散持续期数据的GAFT框架推广,建立了非参数识别条件,对计量经济学和离散选择研究有参考价值。

Abstract

This article extends the widely used ordered choice model by introducing stochastic thresholds and interval‐specific outcomes. The model can be interpreted as a generalization of the GAFT (MPH) framework for discrete duration data that jointly models durations and outcomes associated with different stopping times. We establish conditions for nonparametric identification. We interpret the ordered choice model as a special case of a general discrete choice model and as a special case of a dynamic discrete choice model.

有序选择模型随机阈值非参数识别离散持续时间数据