Gateway to Think Tanks
来源类型 | Working Paper |
规范类型 | 报告 |
DOI | 10.3386/w9895 |
来源ID | Working Paper 9895 |
Simulation and Estimation of Nonaddative Hedonic Models | |
James J. Heckman; Rosa Matzkin; Lars Nesheim | |
发表日期 | 2003-08-18 |
出版年 | 2003 |
语种 | 英语 |
摘要 | Making use of restrictions imposed by equilibrium, theoretical progress has been made on the nonparametric and semiparametric estimation and identification of scalar additive hedonic models (Ekeland, Heckman, and Nesheim, 2002) and scalar nonadditive hedonic models (Heckman, Matzkin, and Nesheim, 2002). However, little is known about the practical aspects of estimating such models or of the characteristics of equilibrium in such models. This paper presents computational and analytical results that fill some of these gaps. We simulate and estimate examples of equilibrium in the additive hedonic models and provide evidence on the performance of several estimation techniques. We also simulate examples of equilibria in nonadditive models and provide evidence on the performance of the nonadditive estimation techniques developed in Heckman, Matzkin, and Nesheim (2002). |
主题 | Econometrics ; Estimation Methods |
URL | https://www.nber.org/papers/w9895 |
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/567520 |
推荐引用方式 GB/T 7714 | James J. Heckman,Rosa Matzkin,Lars Nesheim. Simulation and Estimation of Nonaddative Hedonic Models. 2003. |
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 | ||
w9895.pdf(1267KB) | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 |
除非特别说明,本系统中所有内容都受版权保护,并保留所有权利。