Report NEP-DCM-2023-01-30

This is the archive for NEP-DCM, a report on new working papers in the area of Discrete Choice Models. Edoardo Marcucci issued this report. It is usually issued weekly.

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Other reports in NEP-DCM

The following items were announced in this report:

• Amil Petrin & Mark Ponder & Boyoung Seo, 2022. "Identification and Estimation of Discrete Choice Demand Models when Observed and Unobserved Characteristics are Correlated," NBER Working Papers 30778, National Bureau of Economic Research, Inc.
• Nyamapheni, Joseph & Robinson , Zurika, 2022. "How can different currency regimes affect the willingness to pay tax? Tax morale evidence from Zimbabwe," Working Papers 29690, University of South Africa, Department of Economics.
• Vardan G. Bardakhchyan & Armen E. Allahverdyan, 2023. "Regret theory, Allais' Paradox, and Savage's omelet," Papers 2301.02447, arXiv.org.
• Elia Lapenta, 2022. "A Bootstrap Specification Test for Semiparametric Models with Generated Regressors," Papers 2212.11112, arXiv.org, revised Oct 2023.
• Ben Jann & Karlson, Kristian Bernt, 2023. "Estimation of marginal odds ratios," University of Bern Social Sciences Working Papers 44, University of Bern, Department of Social Sciences, revised 17 Jan 2023.
• Kristle Cortés & Mandeep Singh & David H. Solomon & Philip Strahan, 2022. "The Stench of Failure: How Perception Affects House Prices," NBER Working Papers 30760, National Bureau of Economic Research, Inc.
• Harry Pickard & Thomas Dohmen & Bert van Landeghem, 2023. "Inequality and Risk Preference," ECONtribute Discussion Papers Series 216, University of Bonn and University of Cologne, Germany.
• Jean-Pierre Florens & Elia Lapenta, 2022. "Partly Linear Instrumental Variables Regressions without Smoothing on the Instruments," Papers 2212.11012, arXiv.org, revised Oct 2023.
• Ohyun Kwon & Jangsu Yoon & Yoto V. Yotov, 2022. "A Generalized Poisson-Pseudo Maximum Likelihood Estimator," CESifo Working Paper Series 10145, CESifo.
• Annika Camehl & Dennis Fok & Kathrin Gruber, 2022. "Multivariate quantile regression using superlevel sets of conditional densities," Tinbergen Institute Discussion Papers 22-094/III, Tinbergen Institute.