Let U be an unobserved random variable with compact support and let e_t be unobserved i.i.d. random errors also with compact support. Observe the random variables V_t, X_t, and Y_t = 1{U +d X_t+e_t V_t}, t = T, where d is an unknown parameter. This type of model is relevant for many stated...

In many stated choice experiments researchers observe the random variables V_t , X_t , and Y_t = 1{U +δ X_t +e_t V_t }, t ≤ T , where δ is an unknown parameter and U and e_t are unobservable random variables. We show that under weak assumptions the distributions of U and e_t and also the...