nep-dcm New Economics Papers
on Discrete Choice Models
Issue of 2011‒08‒22
one paper chosen by
Philip Yu
Hong Kong University

  1. A Simple Nonparametric Approach to Estimating the Distribution of Random Coefficients in Structural Models By Jeremy T. Fox; Kyoo il Kim

  1. By: Jeremy T. Fox; Kyoo il Kim
    Abstract: We explore a nonparametric mixtures estimator for recovering the joint distribution of random coefficients in economic models. The estimator is based on linear regression subject to linear inequality constraints and is computationally attractive compared to alternative, nonparametric estimators. We provide conditions under which the estimated distribution function converges to the true distribution in the weak topology on the space of distributions. We verify the consistency conditions for discrete choice, continuous outcome and selection models.
    JEL: C14 L0
    Date: 2011–08

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