NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Rosa Matzkin

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Working Papers and Chapters

August 2009Nonparametric Identification and Estimation of Nonadditive Hedonic Models
with James J. Heckman, Lars Nesheim: w15226
This paper studies the identification and estimation of preferences and technologies in equilibrium hedonic models. In it, we identify nonparametric structural relationships with nonadditive heterogeneity. We determine what features of hedonic models can be identified from equilibrium observations in a single market under weak assumptions about the available information. We then consider use of additional information about structural functions and heterogeneity distributions. Separability conditions facilitate identification of consumer marginal utility and firm marginal product functions. We also consider how identification is facilitated using multimarket data.
August 2003Simulation and Estimation of Nonaddative Hedonic Models
with James J. Heckman, Lars Nesheim: w9895
Making use of restrictions imposed by equilibrium, theoretical progress has been made on the nonparametric and semiparametric estimation and identification of scalar additive hedonic models (Ekeland, Heckman, and Nesheim, 2002) and scalar nonadditive hedonic models (Heckman, Matzkin, and Nesheim, 2002). However, little is known about the practical aspects of estimating such models or of the characteristics of equilibrium in such models. This paper presents computational and analytical results that fill some of these gaps. We simulate and estimate examples of equilibrium in the additive hedonic models and provide evidence on the performance of several estimation techniques. We also simulate examples of equilibria in nonadditive models and provide evidence on the performance of the nonadditi...

Contact and additional information for this authorAll publicationsWorking Papers only

 
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