Improving the numerical performance of static and dynamic aggregate discrete choice random coefficients demand estimation
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Publication:2859532
DOI10.3982/ECTA8585zbMATH Open1274.91282MaRDI QIDQ2859532FDOQ2859532
Authors: Jean-Pierre Dubé, Jeremy T. Fox, Che-Lin Su 
Publication date: 8 November 2013
Published in: Econometrica (Search for Journal in Brave)
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Point estimation (62F10) Applications of statistics to economics (62P20) Consumer behavior, demand theory (91B42) Computational methods for problems pertaining to game theory, economics, and finance (91-08)
Cited In (22)
- Yogurts Choose Consumers? Estimation of Random-Utility Models via Two-Sided Matching
- On asymptotic size distortions in the random coefficients logit model
- Estimation of random coefficients logit demand models with interactive fixed effects
- Tests for qualitative features in the random coefficients model
- Asymptotic theory for differentiated products demand models with many markets
- A numerically stable quadrature procedure for the one-factor random-component discrete choice model
- Semi-nonparametric estimation of random coefficients logit model for aggregate demand
- Tests for price endogeneity in differentiated product models
- Addressing endogeneity in aggregate logit models with time-varying parameters for optimal retail-pricing
- Estimating demand for differentiated products with zeroes in market share data
- Testing models of differentiated products markets: consolidation in the cable TV industry
- BLP estimation using Laplace transformation and overlapping simulation draws
- Revisiting the nested fixed-point algorithm in BLP random coefficients demand estimation
- A computationally efficient fixed point approach to dynamic structural demand estimation
- Comment on ``Constrained optimization approaches to estimation of structural models
- Instrument-free identification and estimation of differentiated products models using cost data
- SAA-regularized methods for multiproduct price optimization under the pure characteristics demand model
- A constructive approach to estimating pure characteristics demand models with pricing
- Estimating unobserved individual heterogeneity using pairwise comparisons
- Improving the performance of random coefficients demand models: the role of optimal instruments
- Higher-order properties of approximate estimators
- Data-driven estimation in equilibrium using inverse optimization
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