This paper studies the identification and estimation of preferences and technologies in equilibrium hedonic models. In it, we identify nonparametric structural relationships with nonadditive heterogeneity. We determine what features of hedonic models can be identified from equilibrium...

We propose two new estimators for a wide class of panel data models with nonseparable error terms and endogenous explanatory variables. The first estimator covers qualitative choice models and both estimators cover models with continuous dependent variables. The first estimator requires the...

Making use of restrictions imposed by equilibrium, theoretical progress has been made on the nonparametric and semiparametric estimation and identification of scalar additive hedonic models (Ekeland, Heckman, and Nesheim, 2002) and scalar nonadditive hedonic models (Heckman, Matzkin, and...

We provide conditions under which the heterogenous, deterministic preferences of consumers in a pure exchange economy can be identified from the equilibrium manifold of the economy. We extend those conditions to consider exchange economies, with two commodities, where consumers’ preferences...

In recent years, major advances have taken place in three areas of random utility modeling: (1) semiparametric estimation, (2) computational methods for multinomial probit models, and (3) computational methods for Bayesian stimation. This paper summarizes these developments and discusses their...

This paper develops a new approach to the estimation of consumer demand models with unobserved heterogeneity subject to revealed preference inequality restrictions. Particular attention is given to nonseparable heterogeneity. The inequality restrictions are used to identify bounds on...

Measures of households' past behavior, their expectations with respect to future events and contingencies, and their intentions with respect to future behavior are frequently collected using household surveys. These questions are conceptually difficult. Answering them requires elaborate...

Making use of restrictions imposed by equilibrium, theoretical progress has been made on the nonparametric and semiparametric estimation and identification of scalar additive hedonic models (Ekeland, Heckman, and Nesheim, 2002) and scalar nonadditive hedonic models (Heckman, Matzkin, and...