Adam Smith Business School

Professor Tatiana Komarova, University of Manchester

"Multivariate ordered discrete response models"
Friday, 27 October. 3 pm
Room 355 Gilbert Scott Building

Abstract

We introduce multivariate ordered discrete response models with general rectangular structures. From the perspective of behavioral economics, these non-lattice models correspond to broad bracketing in decision making, whereas lattice models, which researchers typically estimate in practice, correspond to narrow bracketing. In these models, we specify latent processes as a sum of an index of covariates and an unobserved error, with unobservables for different latent processes potentially correlated. We provide conditions that are sufficient for identification under the independence of errors and covariates and outline an estimation approach. We present simulations and empirical examples, with a particular focus on probit specifications.

Bio

Tatiana Komarova is a theoretical econometrician with research interests spanning several sub-fields of econometrics. Even though her work is largely theoretical, it has a strong applied focus. Tatiana’s most recent interests are into (i) extending econometric and statistical approaches from a univariate setting into multivariate ones, (ii) structural econometric approaches, (iii) how shape restrictions can be either incorporated or tested in econometric and economic models, (iv) and analysing the effects of differential privacy – the new and prominent notion of privacy developed in Computer – on econometric properties of estimators widely used in Applied Economics.

---

For further information, please contact business-school-research@glasgow.ac.uk

We foster a positive and productive environment for seminars through our Code of conduct.

First published: 20 October 2023