no code implementations • 13 Nov 2020 • David T. Frazier, Eric Renault, Lina Zhang, Xueyan Zhao
We study the impact of weak identification in discrete choice models, and provide insights into the determinants of identification strength in these models.
no code implementations • 18 Jun 2020 • Veronika Czellar, David T. Frazier, Eric Renault
This new approach is based on using a constrained approximation to the structural model, which ensures identification and can deliver estimators that are nearly efficient.