Estimation of Nonparametric Functions in Simultaneous Equations Models, with an Application to Consumer Demand

Donald Brown () and Rosa Matzkin

No 1175, Cowles Foundation Discussion Papers from Cowles Foundation for Research in Economics, Yale University

Abstract: We present a method for consistently estimating nonparametric functions and distributions in simultaneous equations models. This method is used to identify and estimate a random utility model of consumer demand. Our identification conditions for this particular model extend the results of Houthakker (1950), Uzawa (1971) and Mas-Colell (1977), where a deterministic utility function is uniquely recovered from its deterministic demand function.

Pages: 18 pages
Date: 1998-03
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Citations: View citations in EconPapers (42)

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