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econ.EM2026
Estimating Nonseparable Selection Models: A Functional Contraction Approach
Fan Wu, Yi Xin
We propose a novel method for estimating nonseparable selection models. We show that, for a given selection function and under suitable contraction conditions, the potential outcom…
econ.EM2024
Did Harold Zuercher Have Time-Separable Preferences?
Jay Lu, Yao Luo, Kota Saito +1
This paper proposes an empirical model of dynamic discrete choice to allow for non-separable time preferences, generalizing the well-known Rust (1987) model. Under weak conditions,…