摘要翻译:
本文给出了扰动实用模型中随机系数分布的非参数辨识结果。我们涵盖了离散和连续的选择模型。我们使用平均数量的变化来建立识别,当分析师观察总需求时,结果适用,而不是商品是否被一起选择。我们要求随机斜率系数和随机截取之间的排除、限制和独立性。我们不要求回归器有大的支持或参数假设。
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英文标题:
《Identification of Random Coefficient Latent Utility Models》
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作者:
Roy Allen and John Rehbeck
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最新提交年份:
2020
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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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英文摘要:
This paper provides nonparametric identification results for random coefficient distributions in perturbed utility models. We cover discrete and continuous choice models. We establish identification using variation in mean quantities, and the results apply when an analyst observes aggregate demands but not whether goods are chosen together. We require exclusion restrictions and independence between random slope coefficients and random intercepts. We do not require regressors to have large supports or parametric assumptions.
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PDF链接:
https://arxiv.org/pdf/2003.00276