| 来源类型 | Working Paper |
| 规范类型 | 报告 |
| DOI | 10.3386/w3343 |
| 来源ID | Working Paper 3343 |
| Health, Children, and Elderly Living Arrangements: A Multiperiod-Multinomial Probit Model with Unobserved Heterogeneity and Autocorrelated Errors | |
| Axel Borsch-Supan; Vassilis Hajivassiliou; Laurence J. Kotlikoff; John N. Morris | |
| 发表日期 | 1990-04-01 |
| 出版年 | 1990 |
| 语种 | 英语 |
| 摘要 | This paper develops a general multiperiod-multinomial probit model for panel data to estimate the living arrangements of the elderly. The model has the following features: (a) In each period choices do not necessarily obey the assumption of independence of irrelevant alternatives. (b) Unobserved person-specific attributes are treated as random effects. These random effects may also be correlated across alternatives. (c) In addition, unobserved choice-specific utility components may persist over some time, creating an autoregressive and/or heteroscedastic error structure. The model is estimated by simulating the choice probabilities in the likelihood function. We examine several variants of the specification of the correlation structure and investigate the extent the biases created by ignoring intertemporal correlations. |
| 主题 | Public Economics ; Econometrics |
| URL | https://www.nber.org/papers/w3343 |
| 来源智库 | National Bureau of Economic Research (United States) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/560630 |
| 推荐引用方式 GB/T 7714 | Axel Borsch-Supan,Vassilis Hajivassiliou,Laurence J. Kotlikoff,et al. Health, Children, and Elderly Living Arrangements: A Multiperiod-Multinomial Probit Model with Unobserved Heterogeneity and Autocorrelated Errors. 1990. |
| 条目包含的文件 | ||||||
| 文件名称/大小 | 资源类型 | 版本类型 | 开放类型 | 使用许可 | ||
| w3343.pdf（251KB） | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 | ||
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