Incomplete simultaneous discrete response model with multiple equilibria

Review of Economic Studies

Volumn 70, Issue 1, 2003, Pages 147-165

  Tamer, Elie ^a  

^a PRINCETON UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

DISCRETE CHOICE ANALYSIS;

EID: 0037240088     PISSN: 00346527     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-937X.00240     Document Type: Article

References (19)

1. BERRY, S. (1992), "Estimation of a Model of Entry in the Airline Industry", Econometrica, 60 (4), 889-917.
2. BJORN, P. A. and VUONG, Q. H. (1985), "Simultaneous Equations Models for Dummy Endogenous Variables: A Game Theoretic Formulation with an Application to Labor Force Participation" (Working Paper No. 537, Caltech, Pasadena, CA).
3. BLUNDELL, R. and SMITH, J. R. (1993), "Simultaneous Microeconometric Models with Censored or Qualitative Dependent Variables", in G. S. Maddala, C. R. Rao and H. D. Vinod (eds.) Handbook of Statistics, Vol. II (New York: North-Holland) 117-143.
4. BLUNDELL, R. and SMITH, R. J. (1994), "Coherency and Estimation in Simultaneous Models with Censored or Qualitative Dependent Variables", Journal of Econometrics, 64, 355-373.
5. BRESNAHAN, T. F. and REISS, P. C. (1990), "Entry in Monopoly Markets", Review of Economic Studies, 57 (4), 57-81.
6. BRESNAHAN, T. F. and REISS, P. C. (1991), "Empirical Models of Discrete Games", Journal of Econometrics, 48, 57-81.
7. GOURIEROUX, J., LAFONT, J. J. and MONFORT, A. (1981), "Coherency Conditions in Simultaneous Linear Equation Models with Endogenous Switching Regimes", Econometrica, 48 (3), 675-696.
8. HECKMAN, J. (1978), "Dummy Endogenous Variables in a Simultaneous Equation System", Econometrica, 46, 931-959.
9. JOVANOVIC, B. (1989), "Observable Implications of Models with Multiple Equilibria", Econometrica, 57, 1431-1438.
10. KLEIN, R. W. and SPADY, R. H. (1993), "An Efficient Semiparametric Estimator for Binary Response Models", Econometrica, 61, 387-421.
11. KOOREMAN, P. (1994), "Estimation of Econometric Models of Some Discrete Games", Journal of Applied Econometrics, 9, 255-268.
12. MADDALA, G. S. (1983) Limited-dependent and Qualitative Variables in Econometrics (Cambridge: Cambridge University Press).
13. MANSKI, C. (1988) Analog Estimation Methods in Econometrics (New York: Chapman and Hall).
14. MANSKI, C. and TAMER, E. (2002), "Inference on Regressions with Interval Data on a Regressor or Outcome", Econometrica, 70 (2), 519-546.
15. NEWEY, W. K. (1994), "The Asymptotic Variance of Semiparametric Estimators", Econometrica, 62, 1349-1382.
16. NEWEY, W. K. and MCFADDEN, D. (1994), "Large Sample Estimation", in Handbook of Econometrics, Vol. 4.
17. SCHMIDT, P. (1981), "Constraints on the Parameters in Simultaneous Tobit and Probit Models", in C. Manski and D. McFadden (eds.) Structural Analysis of Discrete Data with Econometric Applications (Cambridge, MA: MIT Press) 422-434.
18. VAN SOEST, A. and KOOREMAN, P. (1990), "Coherency of the Indirect Translog Demand System with Binding Nonnegativity Constraints", Journal of Econometrics, 44, 391-400.
19. WALES, T. and WOODLAND, A. (1983), "Estimation of Consumer Demand Systems with Binding Nonnegativity Constraints", Journal of Econometrics, 21, 263-285.