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Deconvoluting preferences and errors: a model for binomial panel data

Fosgerau, Mogens and Nielsen, Søren Feodor (2010): Deconvoluting preferences and errors: a model for binomial panel data. Published in: Econometric Theory , Vol. 26, (2010): pp. 1846-1854.

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Abstract

In many stated choice experiments researchers observe the random variables V_t , X_t , and Y_t = 1{U +δ X_t +e_t < V_t }, t ≤ T , where δ is an unknown parameter and U and e_t are unobservable random variables. We show that under weak assumptions the distributions of U and e_t and also the unknown parameter δ can be consistently estimated using a sieved maximum likelihood estimation procedure.

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