12 citations · 14 across the 3 of their papers we have counts for
3 papers
Revisiting Panel Data Discrete Choice Models with Lagged Dependent Variables
Christopher R. Dobronyi, Fu Ouyang, Thomas Tao Yang
This paper revisits the identification and estimation of a class of semiparametric (distribution-free) panel data binary choice models with lagged dependent variables, exogenous co…
Identification of Dynamic Panel Logit Models with Fixed Effects
Christopher Dobronyi, Jiaying Gu, Kyoo il Kim +1
We show that identification in a general class of dynamic panel logit models with fixed effects is related to the truncated moment problem from the mathematics literature. We use t…
Consumer Theory with Non-Parametric Taste Uncertainty and Individual Heterogeneity
Christopher Dobronyi, Christian Gouriéroux
We introduce two models of non-parametric random utility for demand systems: the stochastic absolute risk aversion (SARA) model, and the stochastic safety-first (SSF) model. In eac…