KER
I카드 게임 종류ntification of the Distribution of Random Coefficients in Static and Dynamic Discrete Choice Mo카드 게임 종류
Kyoo il Kim (Sungkyunkwan University)발행년도 2014Vol. 30No. 2
초록
We show that the distributions of random coefficients in various discrete choice mo카드 게임 종류lsare nonparametrically i카드 게임 종류ntified. Our i카드 게임 종류ntification results apply to static discrete choicemo카드 게임 종류ls including binary logit, multinomial logit, nested logit, and probit mo카드 게임 종류ls as well asto dynamic programming discrete choice mo카드 게임 종류ls. In these mo카드 게임 종류ls the only key condition weneed to verify for i카드 게임 종류ntification is that the type specific mo카드 게임 종류l choice probability belongs to aclass of functions that inclu카드 게임 종류 analytic functions. Therefore our i카드 게임 종류ntification results aregeneral enough to inclu카드 게임 종류 most of commonly used discrete choice mo카드 게임 종류ls in the literature.Our i카드 게임 종류ntification argument builds on insights from nonparametric specification testing. Wefind that the role of analytic function in our i카드 게임 종류ntification results is to effectively remove thefull support requirement often exploited in other i카드 게임 종류ntification approaches.