BLP-2LASSO for aggregate discrete choice models with rich covariates

DOI10.1093/ECTJ/UTZ010MaRDI QIDQ5084342zbMATH OpenOpenAlexFDO

Authors Benjamin J. Gillen, Sergio Montero, Hyungsik Roger Moon, Matthew Shum

Publication date 24 June 2022

Published in Econometrics Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/ectj/utz010

zbMATH Keywords

big dataelectionshigh-dimensional regressorsLASSOmachine learningrandom-coefficients logit model

Mathematics Subject Classification ID

Statistics (62-XX)

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