Deconvoluting preferences and errors: a model for binomial panel data

Mogens Fosgerau, Søren Feodor Nielsen

    Research output: Contribution to journalJournal articleResearchpeer-review


    In many stated choice experiments researchers observe the random variables Vt, Xt, and Yt = 1{U + δxs22A4Xt + εt <Vt}, t ≤ T, where δ is an unknown parameter and U and εt are unobservable random variables. We show that under weak assumptions the distributions of U and εt and also the unknown parameter δ can be consistently estimated using a sieved maximum likelihood estimation procedure.
    Original languageEnglish
    JournalEconometric Theory
    Issue number6
    Pages (from-to)1846-1854
    Publication statusPublished - 2010


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