Estimating multinomial choice models with unobserved choice sets

DOI10.1016/J.JECONOM.2021.06.004OpenAlexW3183495745MaRDI QIDQ2074596FDOQ2074596

Authors: Zhentong Lu 

Publication date: 10 February 2022

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2021.06.004

zbMATH Keywords

moment inequalitiesdiscrete choicescanner datachoice set heterogeneity

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites Work

• Least absolute deviations estimation for the censored regression model
• Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
• Consistent Estimation of Models Defined by Conditional Moment Restrictions
• Instrumental Variable Estimation of Nonparametric Models
• Estimation When a Parameter is on a Boundary
• Inference on endogenously censored regression models using conditional moment inequalities
• Inference based on conditional moment inequalities
• Discrete Choice Methods with Simulation
• Rational Selection of Decision Functions
• Incomplete Simultaneous Discrete Response Model with Multiple Equilibria
• Semiparametric qualitative response model estimation with unknown heteroscedasticity or instrumental variables
• Automobile Prices in Market Equilibrium
• Consideration sets and competitive marketing
• Structural estimation of the effect of out-of-stocks
• Product Differentiation, Search Costs, and Competition in the Mutual Fund Industry: A Case Study of S&P 500 Index Funds
• Choice Functions and Revealed Preference
• Estimation of nonparametric conditional moment models with possibly nonsmooth generalized residuals
• Sharp identification regions in models with convex moment predictions
• Stochastic choice and consideration sets
• Markov chain Monte Carlo and models of consideration set and parameter heterogeneity
• Limited Information and Advertising in the U.S. Personal Computer Industry

Cited In (3)

• Risk Preference Types, Limited Consideration, and Welfare
• A random attention and utility model
• Latent utility and permutation invariance: a revealed preference approach

Uses Software

• ramchoice

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