There are five kinds of demand function models that have been used in
applied economics studies: a single-choice demand function, a pooled demand
function, a system of demand functions, adiscrete-choice model, and a two-part model.
The on-site samplingand the choice-based systematic sampling have been applied,
respectively) to estimate single-choice demand functions and discretechoice models.
This paper extends and generalizes the above twosampling strategies to be a
'generalized endogenous sampling' strategy which draws observations on the basis of
two endogenous variables, namely, choices and quantity demanded. Then, the
paperdevelops three estimation methods for the pooled demand function, the
discrete-choice model, and the two-part model using thegeneralized endogenous
samples. The estimators are proved to beconsistent and asymptotically normal. A
numerical study confirmsthe desirable performance of the estimators.