The identification & economic content of ordered choice models with stochastic thresholds
|Title:||The identification & economic content of ordered choice models with stochastic thresholds||Authors:||Cunha, Flavio
Heckman, James J.
|Permanent link:||http://hdl.handle.net/10197/1887||Date:||16-Jul-2007||Abstract:||This paper extends the widely used ordered choice model by introducing stochastic thresholds and interval-specific outcomes. The model can be interpreted as a generalization of the GAFT (MPH) framework for discrete duration data that jointly models durations and outcomes associated with different stopping times. We establish conditions for nonparametric identification. We interpret the ordered choice model as a special case of a general discrete choice model and as a special case of a dynamic discrete choice model.||Funding Details:||Claudio Haddad Dissertation Fund at the University of Chicago
National Institutes of Health
National Science Foundation
|Type of material:||Working Paper||Publisher:||University College Dublin. Geary Institute||Keywords:||Discrete choice; Ordered choice; Dynamics||Subject LCSH:||Analysis of variance
|Other versions:||http://geary.ucd.ie/images/Publications/WorkingPapers/GearyWp200726.pdf||Language:||en||Status of Item:||Not peer reviewed|
|Appears in Collections:||Geary Institute Working Papers|
Show full item record
This item is available under the Attribution-NonCommercial-NoDerivs 3.0 Ireland. No item may be reproduced for commercial purposes. For other possible restrictions on use please refer to the publisher's URL where this is made available, or to notes contained in the item itself. Other terms may apply.