Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/79270
Authors: 
Beckert, Walter
Blundell, Richard
Year of Publication: 
2005
Series/Report no.: 
cemmap working paper, Centre for Microdata Methods and Practice CWP09/05
Abstract: 
This paper considers structural nonparametric random utility models for continuous choice variables. It provides suffcient conditions on random preferences to yield reduced- form systems of nonparametric stochastic demand functions that allow global invertibility between demands and random utility components. Invertibility is essential for global identification of structural consumer demand models, for the existence of well-specified probability models of choice and for the nonparametric analysis of revealed stochastic preference.
Subjects: 
nonparametric random utility model , stochastic demand , global invertibility
JEL: 
C14
C31
C51
D1
Persistent Identifier of the first edition: 
Document Type: 
Working Paper

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