Working Papers by Alfred Galichon
# | Title | Authors | Date | Length | Paper | Abstract | |
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1403 | Duality in Dynamic Discrete Choice Models | Chiong, Khai X. Galichon, Alfred Shum, Matthew | 02/09/2015 | 40 | SSWP1403.pdf | Using results from convex analysis, we investiate a novel approach to identification and estimation of discrete choice models which we call the "Mass Transport Approach" (MTA). We show that the conditional choice probabilities and the choice-specific payoffs in these models are related in the sense of conjugate duality, and that the identification problem is a mass transport problem. Based on this, we propose a new two-step estimator for these models; interestingly, the first step of our estimator involves solving a linear program which is identical to the classic assignment (two-sided matching) game of Shapley and Shubik (1971). The application of convex-analytic tools to dynamic discrete choice models, and the connection with two-sided matching models, is new in the literature. | |
1374 | Estimating dynamic discrete choice models via convex analysis | Chiong, Khai X. Galichon, Alfred Shum, Matthew | 05/11/2013 | sswp1374.pdf | |||
1372 | Ordinal and cardinal solution concepts for two-sided matching | Echenique, Federico Galichon, Alfred | 03/20/2013 | 23 | sswp1372.pdf |