UC Davis Agricultural and Resource Economics

Roy Allen, University of California, San Diego

Identification of Average Demand Models

Date and Location

Monday, January 23, 2017, 10:30 AM - 11:50 AM
ARE Library Conference Room, 4101 Social Sciences and Humanities


This paper studies the nonparametric identification of a model of average demand for multiple goods, once unobservable heterogeneity has been integrated out. The model can be used for bundles, decisions under uncertainty, stochastic choice, and other examples. Optimizing behavior implies an analogue of Slutsky symmetry, which we exploit to show nonparametric identification of the model. Our main results do not rely on special regressors or identification at infinity. As a special case we provide new conditions for identification of additive random utility models (ARUM). These conditions also apply to a stochastic choice model allowing bounded rationality. In an illustrative application, we refute ARUM in favor of this more general model.

Subscribe to Upcoming Seminars

Click here to receive weekly notice of all upcoming seminars via email.

Individual seminar and workshop announcements are circulated via separate mailing lists. To subscribe, send an email to the relevant list:

Contact Us

2116 Social Sciences and Humanities
University of California, Davis
One Shields Avenue
Davis, CA 95616

Main Office: 530-752-1515
Student Advising Services: 530-754-9536
DeLoach Conference Room: 530-752-2916
Main Conference Room: 530-754-1850