The random coefficients logit model is identified

DOI10.1016/j.jeconom.2011.09.002zbMath1441.62690OpenAlexW3121998365MaRDI QIDQ738114

Stephen P. Ryan, Kyoo il Kim, Jeremy T. Fox, Patrick Bajari

Publication date: 15 August 2016

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

Full work available at URL: http://hdl.handle.net/1721.1/101264

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (19)

A simple nonparametric approach to estimating the distribution of random coefficients in structural models ⋮ Nonparametric identification of the distribution of random coefficients in binary response static games of complete information ⋮ Unobserved heterogeneity in auctions under restricted stochastic dominance ⋮ Instrument-free identification and estimation of differentiated products models using cost data ⋮ Market counterfactuals and the specification of multiproduct demand: A nonparametric approach ⋮ Nonparametric analysis of a duration model with stochastic unobserved heterogeneity ⋮ Sieve BLP: a semi-nonparametric model of demand for differentiated products ⋮ Semi-nonparametric estimation of random coefficients logit model for aggregate demand ⋮ Nonparametric errors in variables models with measurement errors on both sides of the equation ⋮ Hamiltonian sequential Monte Carlo with application to consumer choice behavior ⋮ Identification and estimation of triangular models with a binary treatment ⋮ Identification and Estimation of Multinomial Choice Models with Latent Special Covariates ⋮ Irregular identification of structural models with nonparametric unobserved heterogeneity ⋮ Constructive identification in some nonseparable discrete choice models ⋮ Estimation of random coefficients logit demand models with interactive fixed effects ⋮ Improving the performance of random coefficients demand models: the role of optimal instruments ⋮ Binary response correlated random coefficient panel data models ⋮ Identification in nonparametric limited dependent variable models with simultaneity and unobserved heterogeneity ⋮ A Poisson mixture model of discrete choice

Uses Software

• bayesm

Cites Work

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• Semiparametric Estimation of the Intercept of a Sample Selection Model
• Identifiability of Finite Mixtures
• Some Theorems on Distribution Functions

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