24 citations · 25 across the 2 of their papers we have counts for
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stat.AP2016
Semiparametric Estimation of Dynamic Discrete-Choice Models
Nicholas Buchholz, Haiqing Xu, Matthew Shum
We consider the estimation of dynamic discrete choice models in a semiparametric setting, in which the per-period utility functions are known up to a finite number of parameters, b…
stat.ME2016
Estimating Semi-parametric Panel Multinomial Choice Models using Cyclic Monotonicity
Xiaoxia Shi, Matthew Shum, Wei Song
This paper proposes a new semi-parametric identification and estimation approach to multinomial choice models in a panel data setting with individual fixed effects. Our approach is…
stat.ML2016
Random Projection Estimation of Discrete-Choice Models with Large Choice Sets
Khai X. Chiong, Matthew Shum
We introduce sparse random projection, an important dimension-reduction tool from machine learning, for the estimation of discrete-choice models with high-dimensional choice sets.…