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
Full text not available from this repository.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 |
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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: | 14 Sep 2024 05:41 |
URI: | http://eprints.lse.ac.uk/id/eprint/46821 |
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