A Gibbs sampler for mixed logit analysis of differentiated product markets using aggregate data

DOI10.1007/S10614-006-9074-YMaRDI QIDQ883131zbMATHOpenAlexFDO

Authors Charles J. Romeo

Publication date 31 May 2007

Published in Computational Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10614-006-9074-y

zbMATH Keywords

Gibbs samplermixed logitdifferentiated product markets

Mathematics Subject Classification ID

Numerical analysis or methods applied to Markov chains (65C40) Statistical methods; economic indices and measures (91B82)

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Cites work

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• Limit Theorems for Estimating the Parameters of Differentiated Product Demand Systems
• Markov chains for exploring posterior distributions. (With discussion)
• Practical Markov Chain Monte Carlo
• Sampling-Based Approaches to Calculating Marginal Densities
• Simple conditions for the convergence of the Gibbs sampler and Metropolis-Hastings algorithms
• Smooth unbiased multivariate probability simulators for maximum likelihood estimation of limited dependent variable models
• Vertical Relationships between Manufacturers and Retailers: Inference with Limited Data

Cited in

(3)

• A computationally efficient fixed point approach to dynamic structural demand estimation
• Bayesian estimation of nonlinear equilibrium models with random coefficients
• Bayesian analysis of random coefficient logit models using aggregate data

Describes a project that uses

Uses Software

• BayesDA

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