This paper provides estimators of discrete choice models, including binary, ordered, and multinomial response (choice …) models. The estimators closely resemble ordinary and two stage least squares. The distribution of the model's latent variable … binary choice models the estimator is root N consistent and asymptotically normal. A consistent estimator of the conditional …

pay, selection, and treatment models. …

, asymptotically normal nonparametric estimators for the functions G and H, where r(v,z,w)=H[vG(z),w], and some related models. This … framework encompasses homothetic and homothetically separable functions, and transformed partly additive models r …(v,z,w)=h[v+g(z),w] for unknown functions g and h. Such models reduce the curse of dimensionality, provide a natural generalization of linear …

This paper studies the identification of nonseparable models with continuous, endogenous regressors, also called …

individual income expectations to study the information agents employ when forecasting future earnings. Consistent with models …