Specification and Identification of Stochastic Demand Models
研究了连续选择中随机需求系统的设定，给出了结构随机效用模型非奇异和可逆的非参数条件，以及参数模型在矩假设下的局部识别条件。
This paper is concerned with stochastic demand systems for continuous choices that arise from structural random utility models. It examines under which nonparametric conditions on the structural random utility specification the implied reduced form model is nonsingular and invertible. For parametric members within this class of random utility models, the paper provides conditions for local identification from the reduced form under moment assumptions.