This paper investigates the finite sample distributions of maximum likelihood estimators for nonstationary probit models. We find that, analogous to standard OLS models, commonly used tests statistics almost always reject the null hypothesis of no relationship between xt and a latent yt, even...

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 error is unknown and may be related to the...

This paper considers identification and estimation of the marginal effect of a mismeasured binary regressor in a nonparametric regression, or the conditional average effect of a binary treatment or policy on some outcome where treatment may be misclassified. Misclassification probabilities and...

We consider estimation of means of functions that are scaled by an unknown density, or equivalently, integrals of conditional expectations. The "ordered data" estimator we provide is root n consistent, asymptotically normal, and is numerically extremely simple, involving little more than...

The aim of this paper is to demonstrate that dynamic paths in a model of discrete choice with social interactions, which have been developed by Brock and Durlauf (1999, 2001a, 2001b, 2006), converge some self-consistent equilibrium. To this aim, we propose an asynchronous model of...

Abstract: This paper considers spatial autoregressive (SAR) binary choice models in the context of panel data with fixed effects, where the latent dependent variables are spatially correlated. Without imposing any parametric structure of the error terms, this paper proposes a smoothed spatial...

In this note it is shown that the index coefficients and location parameters in the standard triangular binary-choice model are identifed under an assumption of symmetry on the joint density of the latent disturbances. Identifcation of average effects follows. The implied restrictions suggest...

Lao PDR is one of the economically least developed countries in the world. As a member of the GMS region and the ASEAN, Lao PDR stands to benefit from the growth of the GMS region by the East West Economic Corridor that links the Central Region of Lao PDR with Thailand and Vietnam through...

This study aims to examine the factors of crime and violence in southern border provinces of Thailand. It also attempts to investigate other factors that affect Thailand - Malaysia border trade. The Binary Choice Model has been used to analyze the relationship on each variable. The independent...