A simple nonparametric approach to estimating the distribution of random coefficients in structural models
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Publication:337781
DOI10.1016/J.JECONOM.2016.05.018zbMATH Open1443.62447OpenAlexW1508850740MaRDI QIDQ337781FDOQ337781
Authors: Jeremy T. Fox, Kyoo il Kim, Chenyu Yang 
Publication date: 3 November 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2016.05.018
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Cites Work
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- Maximum likelihood estimation of a binary choice model with random coefficients of unknown distribution
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- Heterogeneous choice
- The random coefficients logit model is identified
Cited In (17)
- Non-linear mixed logit
- Nonparametric Estimation of Nonadditive Random Functions
- A practical guide to compact infinite dimensional parameter spaces
- Varying random coefficient models
- Semi-nonparametric estimation of random coefficients logit model for aggregate demand
- Market counterfactuals and the specification of multiproduct demand: A nonparametric approach
- Irregular identification of structural models with nonparametric unobserved heterogeneity
- Nonparametric estimation of the random coefficients model: an elastic net approach
- A survey of preference estimation with unobserved choice set heterogeneity
- Analyzing the random coefficient model nonparametrically
- Wald, QLR, and score tests when parameters are subject to linear inequality constraints
- A non-iterative approach to estimating parameters in a linear structural equation model
- Nonparametric estimation in random coefficients binary choice models
- Semiparametric estimation of random coefficients in structural economic models
- Sieve BLP: a semi-nonparametric model of demand for differentiated products
- Nonparametric Maximum Likelihood Methods for Binary Response Models With Random Coefficients
- Hamiltonian sequential Monte Carlo with application to consumer choice behavior
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