Dr Adam Rosen: all content

    Showing 1 – 20 of 59 results

    Working Paper Cover

    Robust analysis of short panels

    Working Paper
    Examples of application to some static and dynamic binary, ordered and multiple discrete choice panel data models are presented.

    8 January 2024

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    IV Methods for Tobit Models

    Working Paper
    This paper studies models of processes generating censored outcomes with endogenous explanatory variables and instrumental variable restrictions.

    3 October 2022

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    IV methods for Tobit models

    Working Paper

    This paper studies models of processes generating censored outcomes with endogenous explanatory variables and instrumental variable restrictions.

    28 June 2021

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    Counterfactual worlds

    Working Paper

    We study an extension of a treatment effect model in which an observed discrete classifier indicates which one of a set of counterfactual processes occurs, each of which may result in the realization of several endogenous outcomes.

    1 February 2021

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    Finite Sample Inference for the Maximum Score Estimand

    Working Paper

    We provide a finite sample inference method for the structural parameters of a semiparametric binary response model under a conditional median restriction originally studied by Manski (1975, 1985).

    11 May 2020

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    Structural modeling of simultaneous discrete choice

    Working Paper

    Models of simultaneous discrete choice may be incomplete, delivering multiple values of outcomes at certain values of the latent variables and co-variates, and incoherent, delivering no values.

    20 February 2020

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    Estimating Endogenous Effects on Ordinal Outcomes

    Working Paper

    Recent research underscores the sensitivity of conclusions drawn from the application of econometric methods devised for quantitative outcome variables to data featuring ordinal outcomes. The issue is particularly acute in the analysis of happiness data, for which no natural cardinal scale exists, and which is thus routinely collected by ordinal response. With ordinal responses, comparisons of means across different populations and the signs of OLS regression coefficients have been shown to be sensitive to monotonic transformations of the cardinal scale onto which ordinal responses are mapped.

    29 November 2019

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    A discrete choice model for partially ordered alternatives

    Working Paper

    In this paper we analyze a discrete choice model for partially ordered alternatives. The alternatives are differentiated along two dimensions, the first an unordered “horizontal” dimension, and the second an ordered “vertical” dimension.

    18 November 2019

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    Incomplete English auction models with heterogeneity

    Working Paper

    This paper studies identification and estimation of the distribution of bidder valuations in an incomplete model of English auctions. As in Haile and Tamer (2003) bidders are assumed to (i) bid no more than their valuations and (ii) never let an opponent win at a price they are willing to beat. Unlike the model studied by Haile and Tamer (2003), the requirement of independent private values is dropped, enabling the use of these restrictions on bidder behavior with affiliated private values, for example through the presence of auction specifi…c unobservable heterogeneity. In addition, a semiparametric index restriction on the effect of auction-specifi…c observable heterogeneity is incorporated, which, relative to nonparametric methods, can be help- ful in alleviating the curse of dimensionality with a moderate or large number of covariates. The identification analysis employs results from Chesher and Rosen (2017) to characterize identified sets for bidder valuation distributions and functionals thereof.

    31 May 2017

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    Partial identification in applied research: benefits and challenges

    Working Paper

    Advances in the study of partial identifi cation allow applied researchers to learn about parameters of interest without making assumptions needed to guarantee point identification. We discuss the roles that assumptions and data play in partial identifi cation analysis, with the goal of providing information to applied researchers that can help them employ these methods in practice.

    26 August 2016