We found a match
Your institution may have access to this item. Find your institution then sign in to continue.
- Title
Identification With Additively Separable Heterogeneity.
- Authors
Allen, Roy; Rehbeck, John
- Abstract
This paper provides nonparametric identification results for a class of latent utility models with additively separable unobservable heterogeneity. These results apply to existing models of discrete choice, bundles, decisions under uncertainty, and matching. Under an independence assumption, such models admit a representative agent. As a result, we can identify how regressors alter the desirability of goods using only average demands. Moreover, average indirect utility ("welfare") is identified without needing to specify or identify the distribution of unobservable heterogeneity.
- Subjects
INDIRECT utility function (Economics); DISCRETE choice models; DECISION theory; MATHEMATICAL models; UTILITY theory
- Publication
Econometrica, 2019, Vol 87, Issue 3, p1021
- ISSN
0012-9682
- Publication type
Article
- DOI
10.3982/ECTA15867