Bellemare C. Estimation of Structural Models Using Experimental Data...2023

Textbook in PDF format

Introduction
A Motivating Example
Estimation Using First-Order Conditions
Modeling Behavioral Heterogeneity
Preference Heterogeneity
Random Disturbances
Combining Preference Heterogeneity and Random Disturbances
Discreteness of Choice Data and the First-Order Condition Approach
Estimation Using Discrete Choice Models
Basic Random Utility Framework
Random Utility Model with Preference Heterogeneity
Design of Experiments and Value Function Heterogeneity
Multiplicity of Preferences
Uncertainty in Structural Models
Structural Models with Known Probabilities
Nonlinear Probability Weighting
Structural Models with Subjective Probabilities
Uncertainty about Actions and Payoffs
Uncertainty about the Beliefs of Others
Measurement of Beliefs and Expectations
Endogeneity of Stated Beliefs
Model Validation
Conclusion
Content of Online Appendix
References
Acknowledgments