• Choice among lotteries when preferences are stochastic 

      Dagsvik, John K. (Discussion Papers;No. 221, Working paper, 1998)
      Abstract: This paper discusses the problem of specifying probabilistic models for choices (strategies) with uncertain outcomes. The point of departure is an extension of the axiom system of the von Neumann-Morgenstern ...
    • Markov chains generated by maximizing components of multidimensional extremal processes 

      Dagsvik, John K. (Discussion Papers;No. 12, Working paper, 1985)
      A multidimensional inhomogenous extremal process is defined and it is demonstrated that it belongs to the class of pure jump Markov processes. Let {Z.(t)} be the j-th component of the process. Let {J(t)} be a finite state ...
    • Multinomial choice and selectivity 

      Dagsvik, John K. (Discussion Papers;No 264, Working paper, 2000)
      In this paper we discuss two types of selection problems. The first problem is motivated by labor market analyses such as the estimation of sector-specific wage equations where the sector for which the wages are observed ...
    • Nonparametric identification of discrete choice models 

      Dagsvik, John K. (Discussion Papers;No. 222, Working paper, 1998)
      Abstracts: In this paper we give simple proofs of identification results in discrete choice models for the case where neither the derteministic part nor the distribution function of the random parts of the utility function ...
    • Using the Helmert-transformation to reduce dimensionality in a mixed model: An application to a wage equation with worker and firm heterogeneity 

      Nilsen, Øivind Anti; Raknerud, Arvid; Skjerpen, Terje (Discussion Papers;No. 667, Working paper, 2011)
      Abstract: A model for matched data with two types of unobserved heterogeneity is considered – one related to the observation unit, the other to units to which the observation units are matched. One or both of the unobserved ...