Estimating multinomial choice models with unobserved choice sets

DOI10.1016/J.JECONOM.2021.06.004MaRDI QIDQ2074596zbMATH OpenOpenAlexFDO

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

choice set heterogeneitydiscrete choicemoment inequalitiesscanner data

Mathematics Subject Classification ID

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

Cites work

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

Cited in

(5)

• A random attention and utility model
• Risk Preference Types, Limited Consideration, and Welfare
• Latent utility and permutation invariance: a revealed preference approach
• Exogenous consideration and extended random utility
• Identification and Estimation of Discrete Choice Models with Unobserved Choice Sets

Describes a project that uses

Uses Software

• ramchoice

This page was built for publication: Estimating multinomial choice models with unobserved choice sets

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2074596)