[gov3009-l] Applied Stats Workshop: Pakes on "Moment Inequalities for Semiparametric Multinomial Choice with Fixed Effects"

Konstantin Kashin kkashin at fas.harvard.edu
Mon Apr 15 10:24:57 EDT 2013

Dear all,

We hope you can join us this Wednesday, April 17, 2013 from 12-1.30pm for
the Applied Statistics Workshop in CGIS Knafel 354. Ariel
Professor of Economics from the Department of Economics at Harvard
University, will give a presentation entitled "Moment Inequalities for
Semiparametric Multinomial Choice with Fixed Effects". A light lunch will
be served at 12 pm and the talk will begin at 12.15.


> We propose a new approach to identi cation for multinomial choice models
> with a group (or panel) structure. We take a standard random utility model
> of choice, where the utility for each choice is additively separable in a
> choice-speci c fixed eff ect, a disturbance, and an index function of
> covariates and parameters. Observations in the same group are assumed to
> share the same fixed eff ects. Examples of this structure include; (i)
> Chamberlain's (1980) conditional likelihood estimator for panel data
> problems with choice speci c fixed eff ects and i.i.d. logistic
> disturbances, and (ii) models of product demand where markets are the
> grouping device, the within group observations are consumers, and the
> choice-speci c fixed effects represent product level unobservables.

> We place no restriction on the variance-covariance of the disturbance
> vector across choices. The only restriction on the disturbances is a group
> homogeneity assumption. The main cost of the semiparametric flexibility in
> our model is that the conditional moment inequalities will, in general,
> only partially identify the index function parameters. The advantages are
> that it; (i) is non-parametric in the joint distribution of the disturbance
> vector across choices, (ii) allows for incidental choice speci c e ffects
> whose cardinality can grow with sample size, and (iii) can be extended to
> allow for certain types of endogeneity.

An up-to-date schedule for the workshop is available at


Konstantin Kashin
Ph.D. Candidate in Government
Harvard University

Mobile: 978-844-0538
E-mail: kkashin at fas.harvard.edu
Site: http://www.konstantinkashin.com/<http://people.fas.harvard.edu/%7Ekkashin/>
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