Deconvoluting preferences and errors: A model for binomial panel data

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Standard

Deconvoluting preferences and errors : A model for binomial panel data. / Fosgerau, Mogens; Nielsen, Søren Feodor.

I: Econometric Theory, Bind 26, Nr. 6, 12.2010, s. 1846-1854.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Harvard

Fosgerau, M & Nielsen, SF 2010, 'Deconvoluting preferences and errors: A model for binomial panel data', Econometric Theory, bind 26, nr. 6, s. 1846-1854. https://doi.org/10.1017/S026646660999082X

APA

Fosgerau, M., & Nielsen, S. F. (2010). Deconvoluting preferences and errors: A model for binomial panel data. Econometric Theory, 26(6), 1846-1854. https://doi.org/10.1017/S026646660999082X

Vancouver

Fosgerau M, Nielsen SF. Deconvoluting preferences and errors: A model for binomial panel data. Econometric Theory. 2010 dec.;26(6):1846-1854. https://doi.org/10.1017/S026646660999082X

Author

Fosgerau, Mogens ; Nielsen, Søren Feodor. / Deconvoluting preferences and errors : A model for binomial panel data. I: Econometric Theory. 2010 ; Bind 26, Nr. 6. s. 1846-1854.

Bibtex

@article{c14856e93c0f4227b48687294324fa60,
title = "Deconvoluting preferences and errors: A model for binomial panel data",
abstract = "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.",
author = "Mogens Fosgerau and Nielsen, {S{\o}ren Feodor}",
year = "2010",
month = dec,
doi = "10.1017/S026646660999082X",
language = "English",
volume = "26",
pages = "1846--1854",
journal = "Econometric Theory",
issn = "0266-4666",
publisher = "Cambridge University Press",
number = "6",

}

RIS

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