Estimation of random coefficients logit demand models with interactive fixed effects
From MaRDI portal
Recommendations
- Improving the performance of random coefficients demand models: the role of optimal instruments
- Improving the numerical performance of static and dynamic aggregate discrete choice random coefficients demand estimation
- The random coefficients logit model is identified
- Demand estimation with high-dimensional product characteristics
- Revisiting the nested fixed-point algorithm in BLP random coefficients demand estimation
Cites work
- Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large
- Automobile Prices in Market Equilibrium
- Bias reduction for dynamic nonlinear panel models with fixed effects
- Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions
- Connected substitutes and invertibility of demand
- Consistent Estimates Based on Partially Consistent Observations
- Determining the Number of Factors in Approximate Factor Models
- Dynamic linear panel regression models with interactive fixed effects
- Eigenvalue ratio test for the number of factors
- Estimating Vector Autoregressions with Panel Data
- GMM estimation of linear panel data models with time-varying individual effects
- Identification in differentiated products markets using market level data
- Improving the numerical performance of static and dynamic aggregate discrete choice random coefficients demand estimation
- Instrumental quantile regression inference for structural and treatment effect models
- Jackknife and analytical bias reduction for nonlinear panel models.
- Limit Theorems for Estimating the Parameters of Differentiated Product Demand Systems
- Linear regression for panel with unknown number of factors as interactive fixed effects
- Panel data models with interactive fixed effects
- Panel data models with multiple time-varying individual effects
- The random coefficients logit model is identified
Cited in
(15)- Inference on heterogeneous treatment effects in high‐dimensional dynamic panels under weak dependence
- Editorial: Advance in theoretical econometrics -- essays in honor of Takeshi Amemiya
- Linear panel regressions with two-way unobserved heterogeneity
- Shrinkage estimation of dynamic panel data models with interactive fixed effects
- Semi-nonparametric estimation of random coefficients logit model for aggregate demand
- Autoencoder asset pricing models
- Improving the numerical performance of static and dynamic aggregate discrete choice random coefficients demand estimation
- Demand estimation with high-dimensional product characteristics
- Profile GMM estimation of panel data models with interactive fixed effects
- On the unbiased asymptotic normality of quantile regression with fixed effects
- Panel threshold models with interactive fixed effects
- Improving the performance of random coefficients demand models: the role of optimal instruments
- Revisiting the nested fixed-point algorithm in BLP random coefficients demand estimation
- Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity
- Large-Scale Generalized Linear Models for Longitudinal Data with Grouped Patterns of Unobserved Heterogeneity
This page was built for publication: Estimation of random coefficients logit demand models with interactive fixed effects
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1792466)
