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On the identification of the costs of simultaneous search


Author Info

  • Moraga-Gonzalez, Jose L.

    (IESE Business School)

  • Sandor, Zsolt

    (University of Groningen)

  • Wildenbeest, Matthijs R.

    (Kelley School of Business)


This paper studies the identification of the costs of simultaneous search in a class of (portfolio) problems studied by Chade and Smith (2006). We show that aggregate data from a single market, or disaggregate data from a single market segment, do not provide sufficient information to identify the costs of simultaneous search in any reasonable interval. We then show that by pooling aggregate data from multiple markets, or disaggregate data from multiple market segments, the econometrician can identify the costs of simultaneous search in a non-empty interval. Within the context of specific examples, we illustrate that identification of the search cost distribution in its full support may easily be obtained.

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Bibliographic Info

Paper provided by IESE Business School in its series IESE Research Papers with number D/867.

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Length: 16 pages
Date of creation: 11 Jul 2010
Date of revision:
Handle: RePEc:ebg:iesewp:d-0867

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Postal: IESE Business School, Av Pearson 21, 08034 Barcelona, SPAIN
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Keywords: search costs; portfolio choice; non-parametric identification;

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