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Identification With Additively Separable Heterogeneity

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  • Roy Allen
  • John Rehbeck

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.

Suggested Citation

  • Roy Allen & John Rehbeck, 2019. "Identification With Additively Separable Heterogeneity," Econometrica, Econometric Society, vol. 87(3), pages 1021-1054, May.
    • Handle: RePEc:wly:emetrp:v:87:y:2019:i:3:p:1021-1054
    DOI: 10.3982/ECTA15867
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