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We propose a simple nonparametric mixtures estimator for recovering the joint distribution of parameter heterogeneity in economic models, such as the random coefficients logit. The estimator is based on linear regression subject to linear inequality constraints, and is robust, easy to program...
Persistent link: https://www.econbiz.de/10013151646
Persistent link: https://www.econbiz.de/10009412960
Persistent link: https://www.econbiz.de/10003870422
We propose a simple mixtures estimator for recovering the joint distribution of parameter heterogeneity in economic models, such as the random coefficients logit. The estimator is based on linear regression subject to linear inequality constraints, and is robust, easy to program, and...
Persistent link: https://www.econbiz.de/10011756371
We propose a simple nonparametric mixtures estimator for recovering the joint distribution of parameter heterogeneity in economic models, such as the random coefficients logit. The estimator is based on linear regression subject to linear inequality constraints, and is robust, easy to program...
Persistent link: https://www.econbiz.de/10012463439
Persistent link: https://www.econbiz.de/10010496176
Persistent link: https://www.econbiz.de/10011699330
We survey and apply several techniques from the statistical and computer science literature to the problem of demand estimation. We derive novel asymptotic properties for several of these models. To improve out-of-sample prediction accuracy and obtain parametric rates of convergence, we propose...
Persistent link: https://www.econbiz.de/10013028059
We survey and apply several techniques from the statistical and computer science literature to the problem of demand estimation. We derive novel asymptotic properties for several of these models. To improve out-of-sample prediction accuracy and obtain parametric rates of convergence, we propose...
Persistent link: https://www.econbiz.de/10012457711
Persistent link: https://www.econbiz.de/10003327884