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Specification and Identification of Stochastic Demand Models

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Author Info
Walter Beckert

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Abstract

This paper is concerned with stochastic demand systems for continuous choices that arise from structural random utility models. It examines under which nonparametric conditions on the structural random utility specification the implied reduced form model is nonsingular and invertible. For parametric members within this class of random utility models, the paper provides conditions for local identification from the reduced form under moment assumptions.

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File URL: http://www.informaworld.com/openurl?genre=article&doi=10.1080/07474930701653719&magic=repec&7C&7C8674ECAB8BB840C6AD35DC6213A474B5
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Publisher Info
Article provided by Taylor and Francis Journals in its journal Econometric Reviews.

Volume (Year): 26 (2007)
Issue (Month): 6 ()
Pages: 669-683
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Handle: RePEc:taf:emetrv:v:26:y:2007:i:6:p:669-683

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Related research
Keywords: Invertibility; Local identification; Random utility; Stochastic demand;

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Mette Christensen, 2007. "Heterogeneity in consumer demands and the income effect: evidence from panel data," IFS Working Papers W07/16, Institute for Fiscal Studies. [Downloadable!]
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This page was last updated on 2009-12-10.

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