HOME

TOPICS

EMPERICS

PRESENTATION

Economics

Master Research Group

Essentially, all models are wrong, but some are useful.

- Box and Norman (1987)

Binary Choice

Tobit

Multinomial Choice

  • Klein and Spady, 1993

    【Semiparametric】

    An Efficient Semiparametric Estimator for Binary Response Models

  • Manski, 1987

    【Panel Data】

    Semiparametric Analysis of Random Effects Linear Models from Binary Panel Data

  • Rivers and Vuong, 1988

    【Endogeneity】

    Limited information estimators and exogeneity tests for simultaneous probit models

  • Blunder and Powell, 2004

    【Endogeneity】

    Endogeneity in Semiparametric Binary Response Modelsv

  • Honore, 1992

    【Panel】

    Trimmed Lad and Least Squares Estimation of Truncated and Censored Regression Models with Fixed Effects

  • Powell, 1986

    【Semiparametric】

    Symmetrically Trimmed Least Squares Estimation for Tobit Modelsv

  • McFadden, 1974

    【Classic】

    Conditional Logit Analysis of Qualitative Choice Behaviourv

  • Nevo, 2000

    【Random Coefficients】

    A Practitioner's Guide to Estimation of Random Coefficients Logit Models of Demand

______________________________________________________________________________________

Emperical Research and Seminar

◆ Moment Inequalities for Semiparametric Multinomial Choice with Fixed Effects

◆ Yiyou & Wei: Hernandez, Pudney, and Hancock (2007)

◆ Howard & Uri: Nevo (2001)

______________________________________________________________________________________

Presentation

HOME

TOPICS

EMPERICS

PRESENTATION

Economics

Master Research Group

Essentially, all models are wrong, but some are useful.

- Box and Norman (1987)

Binary Choice

Tobit

Multinomial Choice

  • Klein and Spady, 1993

    【Semiparametric】

    An Efficient Semiparametric Estimator for Binary Response Models

  • Manski, 1987

    【Panel Data】

    Semiparametric Analysis of Random Effects Linear Models from Binary Panel Data

  • Rivers and Vuong, 1988

    【Endogeneity】

    Limited information estimators and exogeneity tests for simultaneous probit models

  • Blunder and Powell, 2004

    【Endogeneity】

    Endogeneity in Semiparametric Binary Response Models

  • Honore, 1992

    【Panel】

    Trimmed Lad and Least Squares Estimation of Truncated and Censored Regression Models with Fixed Effects

  • Powell, 1986

    【Semiparametric】

    Symmetrically Trimmed Least Squares Estimation for Tobit Models

  • McFadden, 1974

    【Classic】

    Conditional Logit Analysis of Qualitative Choice Behaviour

  • Nevo, 2000

    【Random Coefficients】

    A Practitioner's Guide to Estimation of Random Coefficients Logit Models of Demand

________________________________________________________________

Emperical Research and Seminar

◆ Moment Inequalities for Semiparametric Multinomial Choice

    with Fixed Effects

◆ Yiyou & Wei: Hernandez, Pudney, and Hancock (2007)

◆ Howard & Uri: Nevo (2001)

◆ Ke & Zhuozhen: Picchio and Mussida (2011)

________________________________________________________________

Presentation

Economics

Master Research Group

Essentially, all models are wrong,

but some are useful.

- Box and Norman (1987)

  • Klein and Spady, 1993

    【Semiparametric】

    An Efficient Semiparametric Estimator for Binary Response Models

  • Manski, 1987

    【Panel Data】

    Semiparametric Analysis of Random Effects Linear Models from Binary Panel Data

  • Rivers and Vuong, 1988

    【Endogeneity】

    Limited information estimators and exogeneity tests

    for simultaneous probit models

  • Blunder and Powell, 2004

    【Endogeneity】

    Endogeneity in Semiparametric Binary Response Models

  • Honore, 1992

    【Panel】

    Trimmed Lad and Least Squares Estimation of Truncated and Censored Regression Models with Fixed Effects

  • Powell, 1986

    【Semiparametric】

    Symmetrically Trimmed Least Squares Estimation for Tobit Models

  • McFadden, 1974

    【Classic】

    Conditional Logit Analysis of Qualitative Choice Behaviour

  • Nevo, 2000

    【Random Coefficients】

    A Practitioner's Guide to Estimation of Random Coefficients Logit Models of Demand

________________________________________________

Emperical Research and Seminar

◆ Moment Inequalities for Semiparametric

    Multinomial Choice with Fixed Effects

◆ Yiyou & Wei:

    Hernandez, Pudney, and Hancock (2007)

◆ Howard & Uri:

    Nevo (2001)

________________________________________________

Economics

Master Research Group

Essentially, all models are wrong,

but some are useful.

- Box and Norman (1987)

  • Klein and Spady, 1993

    【Semiparametric】

    An Efficient Semiparametric Estimator for Binary Response Models

  • Manski, 1987

    【Panel Data】

    Semiparametric Analysis of Random Effects Linear Models from Binary Panel Data

  • Rivers and Vuong, 1988

    【Endogeneity】

    Limited information estimators and exogeneity tests for simultaneous probit models

  • Blunder and Powell, 2004

    【Endogeneity】

    Endogeneity in Semiparametric Binary Response Models

  • Honore, 1992

    【Panel】

    Trimmed Lad and Least Squares Estimation of Truncated and Censored Regression Models with Fixed Effects

  • Powell, 1986

    【Semiparametric】

    Symmetrically Trimmed Least Squares Estimation for Tobit Models

  • McFadden, 1974

    【Classic】

    Conditional Logit Analysis of Qualitative Choice Behaviour

  • Nevo, 2000

    【Random Coefficients】

    A Practitioner's Guide to Estimation of Random Coefficients Logit Models of Demand

_________________________________

Emperical Research

and Seminar

◆ Moment Inequalities for Semiparametric

    Multinomial Choice with Fixed Effects

◆ Yiyou & Wei:

    Hernandez, Pudney, and Hancock (2007)

◆ Ke & Zhuozhen:

    Picchio and Mussida (2011)

_________________________________

Presentation