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Identification of Time-Inconsistent Models: The Case of Insecticide-Treated Nets

时间不一致模型的识别:以杀虫蚊帐为例

Abstract Time-inconsistency may play a central role in explaining inter-temporal behaviour, particularly among poor households. However, little is known about the distribution of time-inconsistent agents, and time-preference parameters are typically not identified in standard dynamic choice models. We formulate a dynamic discrete choice model in an unobservedly heterogeneous population of possibly time-inconsistent agents. We provide conditions under which all population…

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Semiparametric efficiency in GMM models with auxiliary data

使用辅助数据的 GMM 模型半参数效率

We study semiparametric efficiency bounds and efficient estimation of parameters defined through general moment restrictions with missing data. Identification relies on auxiliary data containing information about the distribution of the missing variables conditional on proxy variables that are observed in both the primary and the auxiliary database, when such distribution is common to the two data sets. The auxiliary sample can be independent of the primary sample, or can be…

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Calculating Comparable Statistics From Incomparable Surveys, With an Application to Poverty in India

从不可比调查计算可比统计量:以印度贫困为例

Applied economists are often interested in studying trends in economic indicators such as inequality or poverty; however, comparisons over time can be made impossible by changes in data collection methodology. We describe an easily implemented procedure, based on inverse probability weighting, that allows recovery of comparability of estimated parameters identified implicitly by a moment condition. The validity of the procedure requires the existence of a set of auxiliary…

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