A simple nonparametric approach to estimating the distribution of random coefficients in structural models

DOI10.1016/j.jeconom.2016.05.018zbMath1443.62447OpenAlexW1508850740MaRDI QIDQ337781

Chenyu Yang, Jeremy T. Fox, Kyoo il Kim

Publication date: 3 November 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2016.05.018

zbMATH Keywords

dynamic programmingrandom coefficientsmixturesdiscrete choicessieve estimation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric estimation (62G05)

Related Items (10)

Nonparametric estimation of the random coefficients model: an elastic net approach ⋮ Varying random coefficient models ⋮ A survey of preference estimation with unobserved choice set heterogeneity ⋮ Market counterfactuals and the specification of multiproduct demand: A nonparametric approach ⋮ Sieve BLP: a semi-nonparametric model of demand for differentiated products ⋮ Wald, QLR, and score tests when parameters are subject to linear inequality constraints ⋮ Semi-nonparametric estimation of random coefficients logit model for aggregate demand ⋮ Hamiltonian sequential Monte Carlo with application to consumer choice behavior ⋮ Irregular identification of structural models with nonparametric unobserved heterogeneity ⋮ A practical guide to compact infinite dimensional parameter spaces

Uses Software

• ElemStatLearn
• nwSpGr

Cites Work

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