Nonparametric Estimation in Random Coefficients Binary Choice Models
نویسندگان
چکیده
منابع مشابه
NONPARAMETRIC ESTIMATION IN RANDOM COEFFICIENTS BINARY CHOICE MODELS By
This paper considers random coefficients binary choice models. The main goal is to estimate the density of the random coefficients nonparametrically. This is an ill-posed inverse problem characterized by an integral transform. A new density estimator for the random coefficients is developed, utilizing Fourier-Laplace series on spheres. This approach offers a clear insight on the identification ...
متن کاملNonparametric Estimation in Random Coefficients Binary Choice Models
This paper considers random coefficients binary choice models. The main goal is to estimate the density of the random coefficients nonparametrically. This is an ill-posed inverse problem characterized by an integral transform. A new density estimator for the random coefficients is developed, utilizing Fourier-Laplace series on spheres. This approach offers a clear insight on the identification ...
متن کاملSupplemental Appendix for “nonparametric Estimation in Random Coefficients Binary Choice Models
As is often the case when Fourier series techniques are used, we consider spaces of complex valued functions. Let Lp(S1) denote the Banach space of Lebesgue p-integrable functions and its norm by ‖ · ‖p. In the case of L2(S1), the norm is derived from the hermitian product ∫ 2π 0 f(θ)g(θ)dθ. Let Rθ and fφ denote the extension R of r according to (3.2) and fβ after the reparameterization. Our ta...
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In this article we consider the estimation of the joint distribution of the random coefficients and error term in the nonparametric random coefficients binary choice model. In this model from economics, each agent has to choose between two mutually exclusive alternatives based on the observation of attributes of the two alternatives and of the agents, the random coefficients account for unobser...
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Multinomial choice and other nonlinear models are often used to estimate demand. We show how to nonparametrically identify the distribution of unobservables, such as random coefficients, that characterizes the heterogeneity among consumers in multinomial models. In particular, we provide general identification conditions for a class of nonlinear models and then verify these conditions using the...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2009
ISSN: 1556-5068
DOI: 10.2139/ssrn.1459091