identification of discrete choice models of demand, we exploit shape restrictions on demand implied by discrete choice to generate a …In this paper we introduce a new approach to estimating a differentiated product demand system that allows for error in … demand estimation techniques. Although we find that error in market shares generally undermine the standard point …

We propose a demand model where consumers simultaneously choose a few different goodsfrom a large menu of available … goods, and choose how much to consume of each good. Themodel nests multinomial discrete choice and continuous demand systems … purchasing different numbers of typesof goods. We show semiparametric identification of the model. We apply the model to …

group rather than the true individual value. In consumer demand this form of measurement error is present because the price … show the importance of such measurement errors for the estimation of demand in a setting with nonseparable unobserved … heterogeneity. We develop a consistent estimator using external information on the true distribution of prices. Examining the demand …

This paper develops asymptotic theory for estimated parameters in differentiated product demand systems with a fixed …

We study identification and estimation in a binary response model with random coefficients B allowed to be correlated …

We study identification and estimation of the average treatment effect in a correlated random coefficients model that … interactions between endogenous variables and covariates. Our identification approach is based on averaging the coefficients … identification strategy suggests a transparent and computationally straightforward estimator of a trimmed average treatment effect …

exact consumer surplus (CS) and deadweight loss (DL) welfare functionals under low-level conditions when demand is estimated … demand that reveals interesting patterns and is applicable to other markets. …

estimates in a gasoline demand application. …