Identification of Random Coefficient Latent Utility Models

Roy Allen and John Rehbeck

Papers from arXiv.org

Abstract: 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.

Date: 2020-02
New Economics Papers: this item is included in nep-dcm, nep-ecm and nep-upt
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:2003.00276

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