arXiv 29 Feb 2020 · Econometrics
arXiv:2003.00276 · PDF · DOI · OpenAlex · Extracted main text
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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The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | Fabian Dunker, Stefan Hoderlein, and Hiroaki Kaido (2017) Nonparametric identification of endogenous and heterogeneous aggregate demand models: complements, bundles and the market level | 1.000 | 9 | 4 | 100% |
| 2 | Matthew Gentzkow (2007) Valuing new goods in a model with complementarity: Online newspapers | 1.000 | 5 | 3 | 100% |
| 3 | Roy Allen and John Rehbeck (2019) Identification with additively separable heterogeneity self | 0.920 | 9 | 3 | 78% |
| 4 | Jeremy T Fox, Kyoo il Kim, Stephen P Ryan, and Patrick Bajari (2012) The random coefficients logit model is identified | 0.885 | 13 | 5 | 69% |
| 5 | Victor Chernozhukov, Iván Fernández-Val, and Whitney K Newey (2019) Nonseparable multinomial choice models in cross-section and panel data | 0.874 | 6 | 5 | 67% |
| 6 | Eric Gautier and Yuichi Kitamura (2013) Nonparametric estimation in random coefficients binary choice models | 0.843 | 3 | 3 | 100% |
| 7 | Hidehiko Ichimura and T Scott Thompson (1998) Maximum likelihood estimation of a binary choice model with random coefficients of unknown distribution | 0.843 | 3 | 3 | 100% |
| 8 | Richard Blundell and James L Powell (2003) Endogeneity in nonparametric and semiparametric regression models | 0.737 | 3 | 2 | 100% |
| 9 | Kyoo il Kim (2014) Identification of the distribution of random coefficients in static and dynamicdiscrete choice models | 0.737 | 3 | 2 | 100% |
| 10 | Arthur Lewbel and Krishna Pendakur (2017) Unobserved preference heterogeneity in demand using generalized random coefficients | 0.737 | 3 | 2 | 100% |
Showing the top 10 of 78 scored citations.
arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.
| Citing paper | Intensity | Mentions | Sections | |
|---|---|---|---|---|
| 1 | Identification and estimation of multinomial choice models with latent special covariates | 0.585 | 3 | 1 |