Komarova, Tatiana 
ORCID: 0000-0002-6581-5097
(2013)
Binary choice models with discrete regressors: identification and misspecification.
Journal of Econometrics, 177 (1).
pp. 14-33.
ISSN 0304-4076
Abstract
This paper explores the inferential question in semiparametric binary response models when the continuous support condition is not satisfied and all regressors have discrete support. I focus mainly on the models under the conditional median restriction, as in Manski (1985). I find sharp bounds on the components of the parameter of interest and outline several applications. The formulas for bounds obtained using a recursive procedure help analyze cases where one regressor’s support becomes increasingly dense. Furthermore, I investigate asymptotic properties of estimators of the identification set. I describe a relation between the maximum score estimation and support vector machines and propose several approaches to address the problem of empty identification sets when the model is misspecified.
| Item Type: | Article |
|---|---|
| Official URL: | http://www.journals.elsevier.com/journal-of-econom... |
| Additional Information: | © 2013 Elsevier B.V. |
| Divisions: | Economics |
| Subjects: | H Social Sciences > HB Economic Theory Q Science > QA Mathematics |
| JEL classification: | C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods: General > C10 - General C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods: General > C14 - Semiparametric and Nonparametric Methods C - Mathematical and Quantitative Methods > C2 - Econometric Methods: Single Equation Models; Single Variables C - Mathematical and Quantitative Methods > C2 - Econometric Methods: Single Equation Models; Single Variables > C25 - Discrete Regression and Qualitative Choice Models |
| Date Deposited: | 14 Jun 2013 13:12 |
| Last Modified: | 11 Sep 2025 08:28 |
| URI: | http://eprints.lse.ac.uk/id/eprint/46821 |
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