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相关随机系数变换模型的识别与估计AI 解读

This study examines identification and estimation in a correlated random coefficients (CRC) model with an unknown transformation of the dependent variable, namely $\lambda \left (Y^{*}\right)=B_{0}+X^{\prime }B$ , where the latent outcome $Y^{*}$ may be subject to a certain kind of censoring mechanism, $\lambda (\cdot)$ is an unknown, one-to-one monotone function, and the random coefficients $\left (B_{0},B\right)$ are allowed to be correlated with one or several components…

含内生虚拟解释变量的异方差二元选择模型：识别与估计AI 解读

In this paper, we consider the semiparametric identification and estimation of a heteroscedastic binary choice model with endogenous dummy regressors and no parametric restriction on the distribution of the error term. Our approach addresses various drawbacks associated with previous estimators proposed for this model. It allows for: general multiplicative heteroscedasticity in both selection and outcome equations; a nonparametric selection mechanism; and multiple discrete…