| 来源类型 | Working Paper |
| 规范类型 | 报告 |
| DOI | 10.3386/w15276 |
| 来源ID | Working Paper 15276 |
| Nonparametric Identification of Multinomial Choice Demand Models with Heterogeneous Consumers | |
| Steven T. Berry; Philip A. Haile | |
| 发表日期 | 2009-08-20 |
| 出版年 | 2009 |
| 语种 | 英语 |
| 摘要 | We consider identification of nonparametric random utility models of multinomial choice using "micro data," i.e., observation of the characteristics and choices of individual consumers. Our model of preferences nests random coefficients discrete choice models widely used in practice with parametric functional form and distributional assumptions. However, the model is nonparametric and distribution free. It allows choice- specific unobservables, endogenous choice characteristics, unknown heteroskedasticity, and high-dimensional correlated taste shocks. Under standard "large support" and instrumental variables assumptions, we show identifiability of the random utility model. We demonstrate robustness of these results to relaxation of the large support condition and show that when it is replaced with a weaker "common choice probability" condition, the demand structure is still identified. We show that key maintained hypotheses are testable. |
| 主题 | Econometrics ; Estimation Methods |
| URL | https://www.nber.org/papers/w15276 |
| 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/572950 |
| 推荐引用方式 GB/T 7714 | Steven T. Berry,Philip A. Haile. Nonparametric Identification of Multinomial Choice Demand Models with Heterogeneous Consumers. 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 | ||
| w15276.pdf（343KB） | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 | ||
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