Exact time-dependent dynamics of discrete binary choice models

Integrated Time Series in Binary Choice Models

Though binary choice and multiple choice models have been a popular tool of microeconometrics for many years, there are macroeconomic time series that are connected with discrete decisions of authorities. Therefore it is very important to develop an appropriate tool for statistical inference for such macroeconomic time series. Macroeconomic continuous time series may be stationary as well as in...

Identification of Discrete Choice Models for Bundles and Binary Games∗

We study nonparametric identification of single-agent discrete choice models for bundles and binary games of complete information. We provide conditions under which we can recover both the interaction effects and the distributions of potentially correlated unobservables across goods in single-agent models and across players in games. We establish similarities in identification between these two...

Dynamics of a discrete-time plant-herbivore model

Binary Choice Models with Discrete Regressors: Identification and Misspecification

In semiparametric binary response models, support conditions on the regressors are required to guarantee point identification of the parameter of interest. For example, one regressor is usually assumed to have continuous support conditional on the other regressors. In some instances, such conditions have precluded the use of these models; in others, practitioners have failed to consider whether...

Dynamics of hierarchical models in discrete - time

We derive and analyze a general class of difference equation models for the dynamics of hierarchically organized populations. Different forms of intra-specific competition give rise to different types of nonlinearities. For our models, we prove that contest competition results asymptotically in only equilibrium dynamics. Scramble competition, on the other hand, can result in more complex asympt...