Simulation error and numerical instability in estimating random coefficient logit demand models

DOI10.1016/J.JECONOM.2025.105953MaRDI QIDQ7011714zbMATH OpenFDO

Authors Daniel Brunner, Florian Heiss, André Romahn, Constantin Weiser

Publication date 18 March 2025

Published in Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

numerical integrationstructural demand estimation

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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