Semiparametric Identification and Estimation of Discrete Choice Models for Bundles

Fu Ouyang (), Thomas Tao Yang and Hanghui Zhang

ANU Working Papers in Economics and Econometrics from Australian National University, College of Business and Economics, School of Economics

Abstract: We study (point) identification of preference coefficients in semiparametric discrete choice models for bundles. The approach to the identification uses an “identification at infinity†(Chamberlain (1986)) insight in combination with median independence restrictions on unobservables. We propose two-stage maximum score (MS) estimators and show their consistency

Keywords: Bundle choices; semiparametric model; median independence; identification at infinity; maximum score estimation. (search for similar items in EconPapers)
JEL-codes: C14 C23 C35 (search for similar items in EconPapers)
Date: 2020-05
New Economics Papers: this item is included in nep-dcm, nep-ecm and nep-ore
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:acb:cbeeco:2020-672

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