Discrete Choice Models

Notes

Topics Discussed in Class

• Binomial Models.

• Polychotomous Discrete Choice Models.

• Count Models.

Readings Discussed in Class

• Avery, R., L. Hansen, and J. Hotz (1983). "Multiperiod Probit Models and Orthogonality Condition Estimation." International Economic Review. 21-36.

• Hausman, J., B. Hall, and Z. Griliches (1984). "Econometric Models for Count Data with an Application to the Patent-R&D Relationship." 909-938.

• Hausman, J. and David Wise (1978). "A Conditional Probit Model for Qualitative Choice: Discrete Decisions Recognizing Interdependence and Heterogeneous Preferences." Econometrica. 403-426.

• Maddala, Chptrs 2-3.

Homework

Other readings

• Hausman, J. and D. McFadden (1984). "Specification Tests for the Multinomial Logit Model." Econometrica. 1219-1240.

• Heckman, J. (1978). "Dummy Endogenous Variables in a Simultaneous Equations System." Econometrica. 931-961.

• Heckman. J. (1981). "Statistical Models for Discrete Panel Data." in Structural Analysis of Discrete Data with Econometric Applications. C. Manski and D. McFadden (eds.). 

• Heckman. J. and R. Willis (1977). "A Beta Logistic Model for Analysis of Sequential Labor Force Participation by Married Women." Journal of Political Economy. 27-58.

• Manski, C. and D. McFadden (1981). "Alternative Estimators and Sample Designs for Discrete Choice Analysis." in Structural Analysis of Discrete Data with Econometric Applications. C. Manski and D. McFadden (eds.).