Recent advances in the econometric modelling of count data have often been based on the generalized method of moments (GMM). However, the two-step GMM procedure may perform poorly in small samples, and several empirical likelihood-based estimators have been suggested alternatively. In this paper...

This paper considers random coefficients binary choice models. The main goal is to estimate the density of the random coefficients nonparametrically. This is an ill-posed inverse problem characterized by an integral transform. A new density estimator for the random coefficients is developed,...

There exist a number of important applications in which interest centers on the sign rather than the overall shape of a mean regression. These include certain decision-making problems as well as the problems of calibration and econometric equation inversion. We show that the sign of a mean...

We propose a simple procedure based on an existing “debiased” l_{1}-regularized method for inference of the average partial effects (APEs) in approximately sparse probit and fractional probit models with panel data, where the number of time periods is fixed and small relative to the number...

This paper considers a semiparametric version of the network formation model of Graham (2017). The two-way fixed-effects binary choice model allows for homophily and degree heterogeneity, but unlike Graham (2017) leaves the distribution of pair-specific unobservables unspecified. Identification...

We show how to construct bounds on counterfactual choice probabilities in semiparametric discrete-choice models. Our procedure is based on cyclic monotonicity, a convex-analytic property of the random utility discrete-choice model. These bounds are useful for typical counterfactual exercises in...

A breakdown frontier is the boundary between the set of assumptions which lead to a specific conclusion and those which do not. In a potential outcomes model with a binary treatment, we consider two conclusions: First, that ATE is at least a specific value (e.g., nonnegative) and second that the...

We use data from two representative U.S. household surveys, the Medical Expenditure Panel Survey (MEPS) and the Health and Retirement Study (Rand-HRS) to estimate Markov transition probability matrices between health states over the lifecycle from age 20–95. We use non-parametric and...

We consider a bivariate Poisson model that is based on the lognormal heterogeneity model. Two recent applications have used this model. We suggest that the correlation estimated in their model frameworks is an ambiguous measure of the correlation of the variables of interest, and may...

This study presents several extensions of the most familiar models for count data, the Poisson and negative binomial models. We develop an encompassing model for two well known variants of the negative binomial model (the NB1 and NB2 forms). We then propose some alternative approaches to the...