Identifying Heterogeneity in Economic Choice and Selection Models Using Mixtures
independence of a class of economic choice models. We state an economic property known as reducibility and prove that reducibility ensures linear independence and hence identiﬁcation. Reducibility makes verifying the identiﬁcation of nonlinear models easy. We use our mixtures framework to prove identiﬁcation in three classes of economic models: 1) continuous outcomes including simultaneous equations, 2) multinomial discrete choice, and 3) selection and mixed continuous-discrete choice. We rely on linear independence, not identiﬁcation at inﬁnity. For selection, we allow for essential heterogeneity in both the selection and outcome equations and fully identify the joint distribution of outcomes.
|Date of creation:||2009|
|Date of revision:|
|Contact details of provider:|| Postal: |
Web page: http://www.EconomicDynamics.org/society.htm
More information through EDIRC
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.:
- Eric Gautier & Yuichi Kitamura, 2011.
"Nonparamatric estimation in random coefficients binary choice models,"
- Eric Gautier & Yuichi Kitamura, 2013. "Nonparametric Estimation in Random Coefficients Binary Choice Models," Econometrica, Econometric Society, vol. 81(2), pages 581-607, 03.
- Eric Gautier & Yuichi Kitamura, 2008. "Nonparametric Estimation in Random Coefficients Binary Choice Models," Working Papers 2008-15, Centre de Recherche en Economie et Statistique.
- Eric Gautier & Yuichi Kitamura, 2009. "Nonparametric Estimation in Random Coefficients Binary Choice Models," Cowles Foundation Discussion Papers 1721, Cowles Foundation for Research in Economics, Yale University.
- Azeem Shaikh & Edward Vytlacil, 2005. "Threshold Crossing Models and Bounds on Treatment Effects: A Nonparametric Analysis," NBER Technical Working Papers 0307, National Bureau of Economic Research, Inc.
- Hoderlein, Stefan & Klemelä, Jussi & Mammen, Enno, 2010. "Analyzing The Random Coefficient Model Nonparametrically," Econometric Theory, Cambridge University Press, vol. 26(03), pages 804-837, June.
When requesting a correction, please mention this item's handle: RePEc:red:sed009:165. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christian Zimmermann)
If references are entirely missing, you can add them using this form.