| 来源类型 | Working Paper
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| 规范类型 | 报告
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| DOI | 10.3386/w15147
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| 来源ID | Working Paper 15147
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| Identifying Heterogeneity in Economic Choice Models |
| Jeremy T. Fox; Amit Gandhi
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| 发表日期 | 2009-07-09
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| 出版年 | 2009
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| 语种 | 英语
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| 摘要 | We show how to nonparametrically identify the distribution that characterizes heterogeneity among agents in a general class of structural choice models. We introduce an axiom that we term separability and prove that separability of a structural model ensures identification. The main strength of separability is that it makes verifying the identification of nonadditive models a tractable task because it is a condition that is stated directly in terms of the choice behavior of agents in the model. We use separability to prove several new results. We prove the identification of the distribution of random functions and marginal effects in a nonadditive regression model. We also identify the distribution of utility functions in the multinomial choice model. Finally, we extend 2SLS to have random functions in both the first and second stages. This instrumental variables strategy applies equally to multinomial choice models with endogeneity. |
| 主题 | Econometrics
; Estimation Methods
; Industrial Organization
|
| URL | https://www.nber.org/papers/w15147
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| 来源智库 | National Bureau of Economic Research (United States)
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| 引用统计 |
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| 资源类型 | 智库出版物
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| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/572822
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推荐引用方式
GB/T 7714 |
Jeremy T. Fox,Amit Gandhi. Identifying Heterogeneity in Economic Choice Models. 2009.
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文件名：
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w15147.pdf
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格式：
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Adobe PDF
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