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Structural Analysis of Nonlinear Pricing
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DOI：10.1086/699978.png)
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摘要
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This paper proposes a new methodology for analyzing nonlinear pricing data. We establish identification of the model primitives with a known tariff and characterize the model restrictions on observables. We propose a quantile-based nonparametric estimator that achieves consistency at the parametric rate. We introduce unobserved product heterogeneity with an unknown tariff and show how our identification and estimation results extend. A Monte Carlo study analyzes the robustness of our methodology to menus of two-part tariffs. Analysis of cellular service data assesses the performance of various pricing strategies. We discuss extensions to network effects, multiproduct firms, bundling, differentiated products, and oligopolies.
Keyword:
NONPARAMETRIC IDENTIFICATION
SEMIPARAMETRIC ESTIMATION
1ST-PRICE AUCTIONS
TRANSFORMATION
DISCRIMINATION
MONOPOLY
DEMAND
COMPETITION
SERVICE
MODEL
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期刊
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6.3
论文数:
2.6K
被引数:
3.2W
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