Identifying Demand with Multidimensional Unobservables: A Random Functions Approach
Author
Abstract
Suggested Citation
Note: IO TWP
Download full text from publisher
References listed on IDEAS
- Stinchcombe, Maxwell B. & White, Halbert, 1998. "Consistent Specification Testing With Nuisance Parameters Present Only Under The Alternative," Econometric Theory, Cambridge University Press, vol. 14(3), pages 295-325, June.
- Richard Blundell & Rosa Matzkin, 2010. "Conditions for the existence of control functions in nonseparable simultaneous equations models," CeMMAP working papers CWP28/10, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- J. P. Florens & J. J. Heckman & C. Meghir & E. Vytlacil, 2008.
"Identification of Treatment Effects Using Control Functions in Models With Continuous, Endogenous Treatment and Heterogeneous Effects,"
Econometrica, Econometric Society, vol. 76(5), pages 1191-1206, September.
- Jean-Pierre Florens & James J. Heckman & Costas Meghir & Edward J. Vytlacil, 2008. "Identification of Treatment Effects Using Control Functions in Models with Continuous, Endogenous Treatment and Heterogeneous Effects," NBER Working Papers 14002, National Bureau of Economic Research, Inc.
- J.P. Florensy & J. J. Heckmanz & C. Meghirx & E. Vytlacil, 2008. "Identification of Treatment Effects Using Control Functions in Models with Continuous, Endogenous Treatment and Heterogeneous Effects," Working Papers 200832, Geary Institute, University College Dublin.
- Hoderlein, Stefan & Klemelä, Jussi & Mammen, Enno, 2010. "Analyzing The Random Coefficient Model Nonparametrically," Econometric Theory, Cambridge University Press, vol. 26(3), pages 804-837, June.
- Guido W. Imbens & Whitney K. Newey, 2009.
"Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity,"
Econometrica, Econometric Society, vol. 77(5), pages 1481-1512, September.
- Guido W. Imbens & Whitney K. Newey, 2002. "Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity," NBER Technical Working Papers 0285, National Bureau of Economic Research, Inc.
- Whitney Newey & Guido Imbens, 2004. "Identification and Estimation of Triangular Simultaneous Equations Models without Additivity," Econometric Society 2004 North American Summer Meetings 594, Econometric Society.
- Joseph G. Altonji & Rosa L. Matzkin, 2001. "Panel Data Estimators for Nonseparable Models with Endogenous Regressors," NBER Technical Working Papers 0267, National Bureau of Economic Research, Inc.
- Joseph G. Altonji & Rosa L. Matzkin, 2005. "Cross Section and Panel Data Estimators for Nonseparable Models with Endogenous Regressors," Econometrica, Econometric Society, vol. 73(4), pages 1053-1102, July.
- Andrew Chesher, 2003. "Identification in Nonseparable Models," Econometrica, Econometric Society, vol. 71(5), pages 1405-1441, September.
- Berry, Steven & Levinsohn, James & Pakes, Ariel, 1995.
"Automobile Prices in Market Equilibrium,"
Econometrica, Econometric Society, vol. 63(4), pages 841-890, July.
- Steven Berry & James Levinsohn & Ariel Pakes, 1993. "Automobile Prices in Market Equilibrium: Part I and II," NBER Working Papers 4264, National Bureau of Economic Research, Inc.
- Whitney K. Newey & James L. Powell, 2003. "Instrumental Variable Estimation of Nonparametric Models," Econometrica, Econometric Society, vol. 71(5), pages 1565-1578, September.
- Deaton, Angus S & Muellbauer, John, 1980. "An Almost Ideal Demand System," American Economic Review, American Economic Association, vol. 70(3), pages 312-326, June.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Galasso, Alberto & Mitchell, Matthew & Virag, Gabor, 2016.
"Market outcomes and dynamic patent buyouts,"
International Journal of Industrial Organization, Elsevier, vol. 48(C), pages 207-243.
- Alberto Galasso & Matthew Mitchell & Gabor Virag, 2014. "Market Outcomes and Dynamic Patent Buyouts," NBER Working Papers 20197, National Bureau of Economic Research, Inc.
- Galasso, Alberto & Mitchell, Matthew & Virag, Gabor, 2014. "Market Outcomes and Dynamic Patent Buyouts," CEPR Discussion Papers 9847, C.E.P.R. Discussion Papers.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Matzkin, Rosa L., 2012. "Identification in nonparametric limited dependent variable models with simultaneity and unobserved heterogeneity," Journal of Econometrics, Elsevier, vol. 166(1), pages 106-115.
- Maximilian Kasy, 2014. "Instrumental Variables with Unrestricted Heterogeneity and Continuous Treatment," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 81(4), pages 1614-1636.
- Kasy, Maximilian, "undated". "Instrumental variables with unrestricted heterogeneity and continuous treatment - DON'T CITE! SEE ERRATUM BELOW," Working Paper 33257, Harvard University OpenScholar.
- Joseph G. Altonji & Hidehiko Ichimura & Taisuke Otsu, 2012.
"Estimating Derivatives in Nonseparable Models With Limited Dependent Variables,"
Econometrica, Econometric Society, vol. 80(4), pages 1701-1719, July.
- Joseph G. Altonji & Hidehiko Ichimura & Taisuke Otsu, 2008. "Estimating Derivatives in Nonseparable Models with Limited Dependent Variables," Cowles Foundation Discussion Papers 1668, Cowles Foundation for Research in Economics, Yale University.
- Joseph G. Altonji & Hidehiko Ichimura & Taisuke Otsu, 2008. "Estimating Derivatives in Nonseparable Models with Limited Dependent Variables," CIRJE F-Series CIRJE-F-574, CIRJE, Faculty of Economics, University of Tokyo.
- Joseph G. Altonji & Hidehiko Ichimura & Taisuke Otsu, 2008. "Estimating Derivatives in Nonseparable Models with Limited Dependent Variables," Cowles Foundation Discussion Papers 1668R, Cowles Foundation for Research in Economics, Yale University, revised May 2011.
- Joseph Altonji & Hidehiko Ichimura & Taisuke Otsu, 2008. "Estimating derivatives in nonseparable models with limited dependent variables," CeMMAP working papers CWP20/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Joseph G. Altonji & Hidehiko Ichimura & Taisuke Otsu, 2008. "Estimating Derivatives in Nonseparable Models with Limited Dependent Variables," NBER Working Papers 14161, National Bureau of Economic Research, Inc.
- Hoderlein, Stefan, 2011.
"How many consumers are rational?,"
Journal of Econometrics, Elsevier, vol. 164(2), pages 294-309, October.
- Stefan Hoderlein, 2009. "How many consumers are rational?," CeMMAP working papers CWP32/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Stefan Hoderlein, 2009. "How Many Consumers are Rational?," Boston College Working Papers in Economics 748, Boston College Department of Economics.
- Steven T. Berry & Philip A. Haile, 2014.
"Identification in Differentiated Products Markets Using Market Level Data,"
Econometrica, Econometric Society, vol. 82(5), pages 1749-1797, September.
- Steven T. Berry & Philip A. Haile, 2014. "Identification in Differentiated Products Markets Using Market Level Data," Econometrica, Econometric Society, vol. 82, pages 1749-1797, September.
- Steven T. Berry & Philip Haile, 2010. "Identification in Differentiated Products Markets Using Market Level Data," Cowles Foundation Discussion Papers 1744R, Cowles Foundation for Research in Economics, Yale University, revised May 2012.
- Steven T. Berry & Philip A. Haile, 2010. "Identification in Differentiated Products Markets Using Market Level Data," NBER Working Papers 15641, National Bureau of Economic Research, Inc.
- Steven T. Berry & Philip Haile, 2010. "Identification in Differentiated Products Markets Using Market Level Data," Cowles Foundation Discussion Papers 1744, Cowles Foundation for Research in Economics, Yale University, revised Mar 2010.
- Hoderlein, Stefan & Holzmann, Hajo & Meister, Alexander, 2017.
"The triangular model with random coefficients,"
Journal of Econometrics, Elsevier, vol. 201(1), pages 144-169.
- Stefan Hoderlein & Hajo Holzmann & Alexander Meister, 2015. "The triangular model with random coefficients," CeMMAP working papers 33/15, Institute for Fiscal Studies.
- Stefan Hoderlein & Hajo Holzmann & Alexander Meister, 2015. "The Triangular Model with Random Coefficients," Boston College Working Papers in Economics 894, Boston College Department of Economics, revised 01 Feb 2016.
- Stefan Hoderlein & Hajo Holzmann & Alexander Meister, 2015. "The triangular model with random coefficients," CeMMAP working papers CWP33/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Steven T. Berry & Philip A. Haile, 2011.
"Identification in a Class of Nonparametric Simultaneous Equations Models,"
Cowles Foundation Discussion Papers
1787R2, Cowles Foundation for Research in Economics, Yale University, revised Nov 2013.
- Steven T. Berry & Philip A. Haile, 2011. "Identification in a Class of Nonparametric Simultaneous Equations Models," Cowles Foundation Discussion Papers 1787R, Cowles Foundation for Research in Economics, Yale University, revised Apr 2011.
- Steven T. Berry & Philip A. Haile, 2011. "Identification in a Class of Nonparametric Simultaneous Equations Models," Cowles Foundation Discussion Papers 1787, Cowles Foundation for Research in Economics, Yale University.
- Wang, Ao, 2023. "Sieve BLP: A semi-nonparametric model of demand for differentiated products," Journal of Econometrics, Elsevier, vol. 235(2), pages 325-351.
- Schennach, Susanne & White, Halbert & Chalak, Karim, 2012.
"Local indirect least squares and average marginal effects in nonseparable structural systems,"
Journal of Econometrics, Elsevier, vol. 166(2), pages 282-302.
- Susanne Schennach & Halbert White & Karim Chalak, 2007. "Local Indirect Least Squares and Average Marginal Effects in Nonseparable Structural Systems," Boston College Working Papers in Economics 680, Boston College Department of Economics, revised 26 Dec 2009.
- Nagasawa, Kenichi, 2020. "Identification and Estimation of Group-Level Partial Effects," The Warwick Economics Research Paper Series (TWERPS) 1243, University of Warwick, Department of Economics.
- Matzkin, Rosa L., 2016. "On independence conditions in nonseparable models: Observable and unobservable instruments," Journal of Econometrics, Elsevier, vol. 191(2), pages 302-311.
- Hubner, Stefan, 2023. "Identification of unobserved distribution factors and preferences in the collective household model," Journal of Econometrics, Elsevier, vol. 234(1), pages 301-326.
- Nir Billfeld & Moshe Kim, 2024. "Context-dependent Causality (the Non-Nonotonic Case)," Papers 2404.05021, arXiv.org.
- Roy Allen & John Rehbeck, 2020. "Identification of Random Coefficient Latent Utility Models," Papers 2003.00276, arXiv.org.
- Halbert White & Karim Chalak, 2013. "Identification and Identification Failure for Treatment Effects Using Structural Systems," Econometric Reviews, Taylor & Francis Journals, vol. 32(3), pages 273-317, November.
- Dette, Holger & Hoderlein, Stefan & Neumeyer, Natalie, 2016.
"Testing multivariate economic restrictions using quantiles: The example of Slutsky negative semidefiniteness,"
Journal of Econometrics, Elsevier, vol. 191(1), pages 129-144.
- Holger Dette & Stefan Hoderlein & Natalie Neumeyer, 2011. "Testing multivariate economic restrictions using quantiles: the example of Slutsky negative semidefiniteness," CeMMAP working papers CWP14/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Holger Dette & Stefan Hoderlein & Natalie Neumeyer, 2013. "Testing Multivariate Economic Restrictions Using Quantiles: The Example of Slutsky Negative Semidefiniteness," Boston College Working Papers in Economics 836, Boston College Department of Economics.
- Stefan Hoderlein & Yuya Sasaki, 2013.
"Outcome conditioned treatment effects,"
CeMMAP working papers
CWP39/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Stefan Hoderlein & Yuya Sasaki, 2013. "Outcome Conditioned Treatment Effects," Boston College Working Papers in Economics 840, Boston College Department of Economics.
- Stefan Hoderlein & Yuya Sasaki, 2013. "Outcome conditioned treatment effects," CeMMAP working papers 39/13, Institute for Fiscal Studies.
- Denis Chetverikov & Bradley Larsen & Christopher Palmer, 2016.
"IV Quantile Regression for Group‐Level Treatments, With an Application to the Distributional Effects of Trade,"
Econometrica, Econometric Society, vol. 84, pages 809-833, March.
- Denis Chetverikov & Bradley Larsen & Christopher Palmer, 2015. "IV Quantile Regression for Group-level Treatments, with an Application to the Distributional Effects of Trade," NBER Working Papers 21033, National Bureau of Economic Research, Inc.
- Steven T. Berry & Philip A. Haile, 2009.
"Nonparametric Identification of Multinomial Choice Demand Models with Heterogeneous Consumers,"
NBER Working Papers
15276, National Bureau of Economic Research, Inc.
- Steven T. Berry & Philip A. Haile, 2009. "Nonparametric Identification of Multinomial Choice Demand Models with Heterogeneous Consumers," Cowles Foundation Discussion Papers 1718, Cowles Foundation for Research in Economics, Yale University, revised Mar 2010.
More about this item
JEL classification:
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2011-11-14 (Econometrics)
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:nbr:nberwo:17557. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: the person in charge (email available below). General contact details of provider: https://edirc.repec.org/data/nberrus.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.