The Econometrics of Nonlinear Budget Sets
综述了估计具有非线性预算集的选择模型的非参数方法，重点介绍预算集回归，即给定预算集下选择变量的条件期望，并讨论了工具变量估计和拐点概率提供的信息。
This article surveys the development of nonparametric models and methods for estimation of choice models with nonlinear budget sets. The discussion focuses on the budget set regression, that is, the conditional expectation of a choice variable given the budget set. Utility maximization in a nonparametric model with general heterogeneity reduces the curse of dimensionality in this regression. Empirical results using this regression are different from maximum likelihood and give informative inference. The article also considers the information provided by kink probabilities for nonparametric utility with general heterogeneity. Instrumental variable estimation and the evidence it provides of heterogeneity in preferences are also discussed.