摘要翻译:
本文导出了享乐平衡模型中偏好和技术非参数识别的条件,其中产品沿一个以上维区分,代理由几个未观察到的异质性维表征。在Ekeland、Heckman和Nesheim(2004)和Heckman、Matzkin和Nesheim(2010)中,由于产品按照质量指数进行了区分,代理人以标量的未观察到的异质性为特征,偏好和技术上的单一交叉条件提供了识别限制。在多属性的情况下,我们发展了类似的形状限制。这些形状限制是基于最优运输理论和广义凸性,使我们能够从单个市场的观察中识别出对沿着多个维度区分的货物的偏好。由此,我们得到了不可分联立方程和多属性享乐平衡模型的非参数辨识结果。我们的一个结果是内生交易性质分布的绝对连续性的证明,这是独立的利益。
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英文标题:
《Identification of hedonic equilibrium and nonseparable simultaneous
equations》
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作者:
Victor Chernozhukov, Alfred Galichon, Marc Henry and Brendan Pass
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最新提交年份:
2021
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分类信息:
一级分类:Economics 经济学
二级分类:Econometrics 计量经济学
分类描述:Econometric Theory, Micro-Econometrics, Macro-Econometrics, Empirical Content of Economic Relations discovered via New Methods, Methodological Aspects of the Application of Statistical Inference to Economic Data.
计量经济学理论,微观计量经济学,宏观计量经济学,通过新方法发现的经济关系的实证内容,统计推论应用于经济数据的方法论方面。
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一级分类:Economics 经济学
二级分类:Theoretical Economics 理论经济学
分类描述:Includes theoretical contributions to Contract Theory, Decision Theory, Game Theory, General Equilibrium, Growth, Learning and Evolution, Macroeconomics, Market and Mechanism Design, and Social Choice.
包括对契约理论、决策理论、博弈论、一般均衡、增长、学习与进化、宏观经济学、市场与机制设计、社会选择的理论贡献。
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英文摘要:
This paper derives conditions under which preferences and technology are nonparametrically identified in hedonic equilibrium models, where products are differentiated along more than one dimension and agents are characterized by several dimensions of unobserved heterogeneity. With products differentiated along a quality index and agents characterized by scalar unobserved heterogeneity, single crossing conditions on preferences and technology provide identifying restrictions in Ekeland, Heckman and Nesheim (2004) and Heckman, Matzkin and Nesheim (2010). We develop similar shape restrictions in the multi-attribute case. These shape restrictions, which are based on optimal transport theory and generalized convexity, allow us to identify preferences for goods differentiated along multiple dimensions, from the observation of a single market. We thereby derive nonparametric identification results for nonseparable simultaneous equations and multi-attribute hedonic equilibrium models with (possibly) multiple dimensions of unobserved heterogeneity. One of our results is a proof of absolute continuity of the distribution of endogenously traded qualities, which is of independent interest.
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PDF链接:
https://arxiv.org/pdf/1709.09570