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Solving dynamic discrete choice models using smoothing and sieve methods
Kristensen, Dennis; Mogensen, Patrick Kofod; Moon, Jong Myun - 2019
methods perform well with the sieve method being particularly attractive in terms of computational speed and accuracy. …
Persistent link: https://www.econbiz.de/10011992068
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Simple estimation of semiparametric models with measurement errors
Evdokimov, Kirill S.; Zeleneev, Andrei - 2022 - This version: 2022/02/22
We develop a practical way of addressing the Errors-In-Variables (EIV) problem in the Generalized Method of Moments (GMM) framework. We focus on the settings in which the variance of the measurement errors is a fraction of that of the mismeasured variables, which is typical for empirical...
Persistent link: https://www.econbiz.de/10013041400
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Simple estimation of semiparametric models with measurement errors
Evdokimov, Kirill S.; Zeleneev, Andrei - 2025 - This version: November 28, 2024
We develop a practical way of addressing the Errors-In-Variables (EIV) problem in the Generalized Method of Moments (GMM) framework. We focus on the settings in which the variability of the EIV is a fraction of that of the mismeasured variables, which is typical for empirical applications. For...
Persistent link: https://www.econbiz.de/10015178608
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Asymptotic theory for differentiated products demand models with many markets
Freyberger, Joachim - 2012 - This version: April 15, 2012
are easy to compute, should be used in applications to avoid severe undercoverage caused by the simulation error. …
Persistent link: https://www.econbiz.de/10009580802
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Simple estimation of semiparametric models with measurement errors
Evdokimov, Kirill S.; Zeleneev, Andrei - 2022 - This version: 2022/09/26
We develop a practical way of addressing the Errors-In-Variables (EIV) problem in the Generalized Method of Moments (GMM) framework. We focus on the settings in which the variability of the EIV is a fraction of that of the mismeasured variables, which is typical for empirical applications. For...
Persistent link: https://www.econbiz.de/10013393514
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Simple estimation of semiparametric models with measurement errors
Evdokimov, Kirill S.; Zeleneev, Andrei - 2024 - This version: March 15, 2024
We develop a practical way of addressing the Errors-In-Variables (EIV) problem in the Generalized Method of Moments (GMM) framework. We focus on the settings in which the variability of the EIV is a fraction of that of the mismeasured variables, which is typical for empirical applications. For...
Persistent link: https://www.econbiz.de/10014513441
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Simple estimation of semiparametric models with measurement errors
Zeleneev, Andrei; Evdokimov, Kirill S. - 2023 - This version: May 10, 2023
We develop a practical way of addressing the Errors-In-Variables (EIV) problem in the Generalized Method of Moments (GMM) framework. We focus on the settings in which the variability of the EIV is a fraction of that of the mismeasured variables, which is typical for empirical applications. For...
Persistent link: https://www.econbiz.de/10014312055
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Nonparametric learning rules from bandit experiments : the eyes have it!
Hu, Yingyao; Kayaba, Yutaka; Shum, Matthew - 2010
accordance with current beliefs). Simulation results show how the estimated nonparametric learning rules fit aspects of subjects …
Persistent link: https://www.econbiz.de/10003989987
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Microeconomic models with latent variables : applications of measurement error models in empirical industrial organization and labor economics
Hu, Yingyao - 2015
This paper reviews recent developments in nonparametric identi.cation of mea- surement error models and their applications in applied microeconomics, in particular, in empirical industrial organization and labor economics. Measurement error models describe mappings from a latent distribution to...
Persistent link: https://www.econbiz.de/10010469057
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Estimating demand for differentiated products with error in market shares
Gandhi, Amit; Lu, Zhentong; Shi, Xiaoxia - 2013
In this paper we introduce a new approach to estimating a differentiated product demand system that allows for error in market shares as measures of choice probabilities. In particular, our approach allows for products with zero sales in the data, which is a frequent phenomenon that arises in...
Persistent link: https://www.econbiz.de/10009707190