| 来源类型 | Working Paper |
| 规范类型 | 报告 |
| DOI | 10.3386/w14934 |
| 来源ID | Working Paper 14934 |
| The Random Coefficients Logit Model Is Identified | |
| Patrick Bajari; Jeremy Fox; Kyoo il Kim; Stephen P. Ryan | |
| 发表日期 | 2009-04-30 |
| 出版年 | 2009 |
| 语种 | 英语 |
| 摘要 | The random coefficients, multinomial choice logit model has been widely used in empirical choice analysis for the last 30 years. We are the first to prove that the distribution of random coefficients in this model is nonparametrically identified. Our approach exploits the structure of the logit model, and so requires no monotonicity assumptions and requires variation in product characteristics within only an infinitesimally small open set. Our identification argument is constructive and may be applied to other choice models with random coefficients. |
| 主题 | Econometrics ; Estimation Methods ; Industrial Organization |
| URL | https://www.nber.org/papers/w14934 |
| 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/572610 |
| 推荐引用方式 GB/T 7714 | Patrick Bajari,Jeremy Fox,Kyoo il Kim,et al. The Random Coefficients Logit Model Is Identified. 2009. |
| 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 | ||
| w14934.pdf（293KB） | 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。
