Estimation of Nonparametric Functions in Simultaneous Equations Models, with an Application to Consumer Demand

Donald J. Brown · Rosa L. Matzkin

66 citations0/0 files storedRePEc: Research Papers in Economics

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Economics of Agriculture and Food Markets Economic and Environmental Valuation Economic theories and models

Abstract

We present a method for consistently estimating nonparametric functions and distributions in simultaneous equations models. This method is used to identify and estimate a random utility model of consumer demand. Our identification conditions for this particular model extend the results of Houthakker (1950), Uzawa (1971) and Mas-Colell (1977), where a deterministic utility function is uniquely recovered from its deterministic demand function.

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1987Additive General Error Models for Production, Cost, and Derived Demand or Share Systems 1989The Random Utility Hypothesis and Inference in Demand Systems 1977The Recoverability of Consumers' Preferences from Market Demand Behavior

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