A survey of preference estimation with unobserved choice set heterogeneity

被引：17

作者：

Crawford, Gregory S. ^{[1
,2
]}

Griffith, Rachel ^{[2
,3
,4
]}

Iaria, Alessandro ^{[2
,5
]}

机构：

[1] Univ Zurich, Dept Econ, Zurich, Switzerland

[2] CEPR, London, England

[3] Univ Manchester, Dept Econ, Manchester, Lancs, England

[4] IFS, Manchester, Lancs, England

[5] Univ Bristol, Dept Econ, Bristol, Avon, England

来源：

JOURNAL OF ECONOMETRICS | 2021年 / 222卷 / 01期

基金：

英国经济与社会研究理事会; 欧洲研究理事会;

关键词：

Discrete choice models; Panel data; Unobserved choice sets; Unobserved heterogeneity; Sufficient sets;

D O I：

10.1016/j.jeconom.2020.07.024

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

We provide an introduction to the estimation of discrete choice models when choice sets are heterogeneous and unobserved to the econometrician. We survey the two most popular approaches: "integrating over'' and "differencing out'' unobserved choice sets. Inspired by Chamberlain (1980)'s original idea of constructing sufficient statistics from observed choices, we introduce the term "sufficient set'' to refer to any combination of observed choices that lies within the true but unobserved choice set. The concept of sufficient set helps to unify notation and organize our thinking, to map econometric assumptions onto economic models, and to implement both methods in practice. (C) 2020 The Author(s). Published by Elsevier B.V.

引用

页码：4 / 43

页数：40

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