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

在计量经济学中，有一些情况下，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，这些模型可以用于经验性地调查经济代理人(如个人或公司)随着时间的推移如何表现。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度；在市场营销中，研究广告的长期影响；在健康经济学中，研究不同人口群体之间的健康状况差异。这些都是重要的问题，要回答这些问题，掌握适当的技术是很重要的。这个项目的主要贡献将是确切地调查这些模型的哪些特征可以被估计，以及如何估计它们。即使经常不可能准确估计感兴趣的参数，即使有无限数量的观测，实际上也经常可能精确地找到这种模型的参数的界限。这项研究将提供技术来提供感兴趣参数的这种界限。通过提供开发参数界限的方法，PI提供了一种方法来估计迄今为止在经济学的广泛领域中不可估量的模型。尽管研究的主要贡献将是方法论，但该项目也将包括所开发方法的应用。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联合起来，从而为这项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.