A simple estimator for the distribution of random coefficients
We propose a simple mixtures estimator for recovering the joint distribution of parameter heterogeneity in economic models, such as the random coefficients logit. The estimator is based on linear regression subject to linear inequality constraints, and is robust, easy to program, and computationally...
| Main Authors: | , , , |
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| Other Authors: | |
| Format: | Article |
| Language: | en_US |
| Published: |
The Econometric Society
2012
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| Online Access: | http://hdl.handle.net/1721.1/73196 |