Unobserved Preference Heterogeneity in Demand Using Generalized Random Coefficients
提出一个非参数识别定理，证明一般非线性和加性模型中随机系数联合分布的可识别性，并用随机Barten尺度建模消费者需求中的未观测偏好异质性，利用加拿大数据发现其显著影响能源税的消费者剩余成本估计。
We prove a new identification theorem showing nonparametric identification of the joint distribution of random coefficients in general nonlinear and additive models. This differs from existing random coefficients models by not imposing a linear index structure for the regressors. We then model unobserved preference heterogeneity in consumer demand as utility functions with random Barten scales. These Barten scales appear as random coefficients in nonlinear demand equations. Using Canadian data, we compare estimated energy demand functions with and without random Barten scales. We find that unobserved preference heterogeneity substantially affects the estimated consumer surplus costs of an energy tax.