5 papers
Identification and Estimation of Consumers' Preferences from Repeated Observations under Nonlinear Pricing
Samuele Centorrino, Frédérique Fève, Jean-Pierre Florens
We develop a nonparametric approach to identify and estimate consumer preferences and unobserved heterogeneity under nonlinear price schedules. Leveraging variation across multiple…
Tests of exogeneity in duration models with censored data
Gilles Crommen, Jean-Pierre Florens, Ingrid Van Keilegom
Consider the setting in which a researcher is interested in the causal effect of a treatment on a duration time , which is subject to right censoring. We assume that $T=Ï(X…
Panel data models with randomly generated groups
Jean-Pierre Florens, Anna Simoni
We develop a structural framework for modeling and inferring unobserved heterogeneity in dynamic panel-data models. Unlike methods treating clustering as a descriptive device, we m…
Is completeness necessary? Estimation in nonidentified linear models
Andrii Babii, Jean-Pierre Florens
Modern data analysis depends increasingly on estimating models via flexible high-dimensional or nonparametric machine learning methods, where the identification of structural param…
Iterative Estimation of Nonparametric Regressions with Continuous Endogenous Variables and Discrete Instruments
Samuele Centorrino, Frédérique Fève, Jean-Pierre Florens
We consider a nonparametric regression model with continuous endogenous independent variables when only discrete instruments are available that are independent of the error term. A…