Nonparametric Identification of Random Coefficients in Endogenous and Heterogeneous Aggregate Demand Models
内生且异质的总量需求模型中随机系数的非参数识别
This paper studies nonparametric identification in market level demand models for differentiated products with heterogeneous consumers. We consider a general class of models that allows for the individual specific coefficients to vary continuously across the population and give conditions under which the density of these coefficients, and hence also functionals such as welfare measures, is identified. A key finding is that two leading models, the BLP-model (Berry, Levinsohn,…