Revisiting the nested fixed-point algorithm in BLP random coefficients demand estimation
Year of publication: |
December 2016
|
---|---|
Authors: | Lee, Jinhyuk ; Seo, Kyoungwon |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 149.2016, p. 67-70
|
Subject: | Random coefficients logit demand | Numerical methods | Nested fixed-point algorithm | Newton's method | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Logit-Modell | Logit model | Numerisches Verfahren | Numerical analysis | Nachfrage | Demand | Algorithmus | Algorithm |
-
Patriksson, Michael, (2015)
-
Hoffman, Karla L., (1987)
-
Optimization of Stochastic Discrete Systems and Control on Complex Networks : Computational Networks
Lozovanu, Dmitrii, (2015)
- More ...
-
A computationally fast estimator for random coefficients logit demand models using aggregate data
Lee, Jinhyuk, (2015)
-
Comment on "Constrained optimization approaches to estimation of structural models"
Iskhakov, Fedor, (2016)
-
Constrained optimization approaches to estimation of structural models : comment
Iskhakov, Fedor, (2015)
- More ...