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摘要翻译：
McFadden的多项式选择随机效用模型长期以来一直是应用研究的热点。我们建立了形状限制条件，在此条件下，多项式选择概率函数可以通过具有非参数、未观察到的异质性和一般收入效应的随机效用模型来合理化。当结合一个附加限制时，上述条件相当于规范加性随机实用模型。该充分性证明是构造性的，并有助于偏好分布的非参数识别，而不需要无穷大识别类型的参数。一个推论表明，Slutsky对称性是先前可合理化结果的一个关键条件，它等价于不存在收入效应。我们的结果暗示了反事实预算集上选择概率的理论一致的非参数界。它们也适用于广泛使用的随机系数模型，条件是可观察的选择特征。偏微分方程理论在我们的分析中起着关键作用。
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英文标题：
《Integrability and Identification in Multinomial Choice Models》
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作者：
Debopam Bhattacharya
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最新提交年份：
2021
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分类信息：
一级分类：Economics 经济学
二级分类：Econometrics 计量经济学
分类描述：Econometric Theory, Micro-Econometrics, Macro-Econometrics, Empirical Content of Economic Relations discovered via New Methods, Methodological Aspects of the Application of Statistical Inference to Economic Data.
计量经济学理论，微观计量经济学，宏观计量经济学，通过新方法发现的经济关系的实证内容，统计推论应用于经济数据的方法论方面。
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英文摘要：
McFadden's random-utility model of multinomial choice has long been the workhorse of applied research. We establish shape-restrictions under which multinomial choice-probability functions can be rationalized via random-utility models with nonparametric unobserved heterogeneity and general income-effects. When combined with an additional restriction, the above conditions are equivalent to the canonical Additive Random Utility Model. The sufficiency-proof is constructive, and facilitates nonparametric identification of preference-distributions without requiring identification-at-infinity type arguments. A corollary shows that Slutsky-symmetry, a key condition for previous rationalizability results, is equivalent to absence of income-effects. Our results imply theory-consistent nonparametric bounds for choice-probabilities on counterfactual budget-sets. They also apply to widely used random-coefficient models, upon conditioning on observable choice characteristics. The theory of partial differential equations plays a key role in our analysis.
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PDF链接：
https://arxiv.org/pdf/1902.11017
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