Issues in Identification and Estimation of Discrete Choice Panel Data Models and Discrete Time Duration Models

在计量经济学中有这样的情况，即模型的参数可能不容易识别，使得估计和推断非常困难。这项研究将研究和开发一些相关的统计和经济模型的技术，这些模型可用于实证调查经济主体（如个人或公司）随时间的行为。这些模型被用于经济学的许多领域：在劳动经济学中研究就业或失业的持续时间；在公共经济学中研究福利计划的参与；在市场营销中研究广告的长期效应；在卫生经济学中，研究不同人口群体的健康状况差异。这些都是重要的问题，要回答这些问题，重要的是要有适当的技术。这个项目的主要贡献将是调查这些模型的哪些特征是可以估计的，以及如何估计它们。尽管通常不可能准确地估计感兴趣的参数，即使有无限数量的观测，但在实践中，通常可以精确地找到这些模型参数的界限。这项研究将提供提供这些感兴趣的参数边界的技术。通过提供开发参数边界的方法，PI提供了一种方法来估计迄今为止在广泛的经济学领域中无法估计的模型。虽然研究的主要贡献将是方法论，但该项目也将包括所开发的方法的应用。这项研究将与更多对失业动态和卫生经济学感兴趣的应用经济学家合作，从而为本研究中发展的理论提供现成的应用。

There are cases in econometrics when the parameters of a model may not be easily identified making estimation and inference very difficult. This research will study and develop techniques for a number of related statistical and economic models that can be used to empirically investigate how economic agents (such as individual or firms) behave over time. These models have been used in many areas of economics: in labor economics to study the duration of employment or unemployment; in public economics to study participation in welfare programs; in marketing to study the long run effects of advertising; and in health economics to study differences in health status across demographic groups. These are all important questions, and to answer them it is important to have appropriate techniques. The main contribution of this project will be to investigate exactly what features of these models can be estimated, and how to estimate them. Even though it is often not possible to exactly estimate the parameters of interest, even if one had an infinite number of observations, it is in practice often possible to precisely find bounds for the parameters of such models. This research will provide techniques to provide such bounds of the parameters of interest. By providing methods to develop the bounds of parameters, the PI provides a way to estimate models that hitherto had been inestimable in a wide range of fields in economics.Although the main contributions of the research will be methodological, the project will also include applications of the methods that are developed. This research will be joint with more applied economists who are interested in the dynamics of unemployment and in health economics and thus provide ready applications of the theory developed in this research.