The Identification and Economic Content of Ordered Choice Models with Stochastic Thresholds
NBER Technical Working Paper No. 340
---- Acknowledgements ----
Earlier versions of this paper circulated as part of "Dynamic Treatment Effects'' (Heckman and Navarro, 2004) and "Dynamic Discrete Choice and Dynamic Treatment Effects'' (Heckman and Navarro, 2005, published 2007). This research was supported by NIH R01-HD043411 and NSF SES-024158. Cunha acknowledges support from the Claudio Haddad Dissertation Fund at the University of Chicago. The views expressed in this paper are those of the authors and not necessarily those of the funders listed here. Versions of this paper were presented at the UCLA Conference on Panel Data in April 2004; at the Econometrics Study Group, UCL, in London in June 2004; at econometrics seminars at the University of Toulouse in November 2004 and at Northwestern University in April 2005; and at the Festschrift in honor of Daniel McFadden at the University of California at Berkeley in May 2005. Jeremy Fox, Han Hong, Rosa Matzkin, and Aureo de Paula provided useful comments on previous versions. We benefited from comments received at the University of Chicago econometrics workshop in May 2007, especially those from Victor Chernozhukov and Lars Hansen. We also thank two anonymous referees who made helpful comments on the penultimate draft as well as Fei He, John Trujillo, and Jordan Weil who checked the notation. The views expressed herein are those of the author(s) and do not necessarily reflect the views of the National Bureau of Economic Research.