Deconvoluting preferences and errors: A model for binomial panel data
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Deconvoluting preferences and errors : A model for binomial panel data. / Fosgerau, Mogens; Nielsen, Søren Feodor.
In: Econometric Theory, Vol. 26, No. 6, 12.2010, p. 1846-1854.Research output: Contribution to journal › Journal article › Research › peer-review
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TY - JOUR
T1 - Deconvoluting preferences and errors
T2 - A model for binomial panel data
AU - Fosgerau, Mogens
AU - Nielsen, Søren Feodor
PY - 2010/12
Y1 - 2010/12
N2 - In many stated choice experiments researchers observe the random variables Vt, Xt, and Yt = 1{U + δT Xt + εt < Vt}, t ≤ T, where δ is an unknown parameter and U and εt are unobservable random variables. We show that under weak assumptions the distributions of U and εt and also the unknown parameter δ can be consistently estimated using a sieved maximum likelihood estimation procedure.
AB - In many stated choice experiments researchers observe the random variables Vt, Xt, and Yt = 1{U + δT Xt + εt < Vt}, t ≤ T, where δ is an unknown parameter and U and εt are unobservable random variables. We show that under weak assumptions the distributions of U and εt and also the unknown parameter δ can be consistently estimated using a sieved maximum likelihood estimation procedure.
UR - http://www.scopus.com/inward/record.url?scp=79451470920&partnerID=8YFLogxK
U2 - 10.1017/S026646660999082X
DO - 10.1017/S026646660999082X
M3 - Journal article
AN - SCOPUS:79451470920
VL - 26
SP - 1846
EP - 1854
JO - Econometric Theory
JF - Econometric Theory
SN - 0266-4666
IS - 6
ER -
ID: 181872688