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28 août 2018
- handle: 10670/1.gm9ldi
- hal: hal-01169655
- doi: 10.1920/wp.cem.2019.2719
- SCIENCESPO: 2441/4kovgv3hs883bok2tvdkibejb6
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info:eu-repo/semantics/altIdentifier/doi/10.1920/wp.cem.2019.2719
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info:eu-repo/semantics/altIdentifier/hdl/2441/4kovgv3hs883bok2tvdkibejb6
info:eu-repo/semantics/OpenAccess
Mots-clés
Optimal Transport Multidimensional Unobserved Heterogeneity Nonparametric Identification Hedonic Equilibrium C - Mathematical and Quantitative Methods/C.C1 - Econometric and Statistical Methods and Methodology: General/C.C1.C14 - Semiparametric and Nonparametric Methods: General C - Mathematical and Quantitative Methods/C.C6 - Mathematical Methods • Programming Models • Mathematical and Simulation Modeling/C.C6.C61 - Optimization Techniques • Programming Models • Dynamic Analysis C - Mathematical and Quantitative Methods/C.C7 - Game Theory and Bargaining Theory/C.C7.C78 - Bargaining Theory • Matching TheorySujets proches
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Victor Chernozhukov et al., « Single Market Nonparametric Identification of Multi-Attribute Hedonic Equilibrium Models », HAL-SHS : économie et finance, ID : 10.1920/wp.cem.2019.2719
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Résumé
This paper derives conditions under which preferences and technology are nonparametrically identified in hedonic equilibrium models, where products are differentiated along more than one dimension and agents are characterized by several dimensions of unobserved heterogeneity. With products differentiated along a quality index and agents characterized by scalar unobserved heterogeneity, single crossing conditions on preferences and technology provide identifying restrictions. We develop similar shape restrictions in the multi-attribute case and we provide identification results from the observation of a single market. We thereby extend identification results in Matzkin (2003) and Heckman, Matzkin, and Nesheim (2010) to accommodate multiple dimensions of unobserved heterogeneity.