Premium
NONPARAMETRIC CONTINUOUS/DISCRETE CHOICE MODELS *
Author(s) -
Newey Whitney K.
Publication year - 2007
Publication title -
international economic review
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 2.658
H-Index - 86
eISSN - 1468-2354
pISSN - 0020-6598
DOI - 10.1111/j.1468-2354.2007.00469.x
Subject(s) - discrete choice , nonparametric statistics , identification (biology) , selection (genetic algorithm) , econometrics , discrete modelling , continuous modelling , model selection , mathematics , discrete time and continuous time , computer science , mathematical optimization , mathematical economics , discrete system , statistics , algorithm , artificial intelligence , mathematical analysis , botany , biology
Modeling choices that are both discrete and continuous is important in several settings. The purpose of this article is to explore formulation and identification of such models when indirect utility functions are specified nonparametrically. Here we consider general nonseparable disturbances. We give identification results for nonseparable sample selection models and use these to analyze identification of discrete/continuous choice models.