I develop and apply a nonparametric approach to estimate demand in differentiated products markets. Estimating demand … demand functions. My approach applies to standard discrete choice settings, but accommodates a broader range of consumer … estimating demand flexibly has a significant impact on the results relative to a standard random coefficients discrete choice …

Consumer demand microdata typically exhibit a great deal of expenditure variation but not very much price variation. In … this paper, we propose a semiparametric approach to the consumer demand problem in which expenditure share equations are … on real expenditure. Because the demand model is derived from a model of cost, it may be restricted to satisfy …

Maximum likelihood and two-step estimators of censored demand systems yield biased and inconsistent parameter estimates … estimated using a distribution-free single-index model. We implement the proposed estimator using household-level data obtained …

Empirically analyzing household behavior usually relies on informal data preprocessing. That is, before an econometric … German micro-data on household expenditure to estimate equivalence scales as a specific example. Our results show that …