Document Type
Discussion Paper
Publication Date
3-1-1998
CFDP Number
1175
CFDP Pages
18
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.
Recommended Citation
Brown, Donald J. and Matzkin, Rosa L., "Estimation of Nonparametric Functions in Simultaneous Equations Models, with an Application to Consumer Demand" (1998). Cowles Foundation Discussion Papers. 1423.
https://elischolar.library.yale.edu/cowles-discussion-paper-series/1423