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 …

In this paper, we introduce a new approach to estimating differentiated product demand systems that allows for products … with zero sales in the data. Zeroes in demand are a common problem in differentiated product markets, but fall outside the … scope of existing demand estimation techniques. We show that with a lower bound imposed on the expected sales quantities, we …

for estimating demand elasticities. Soderbery (2015) extended this estimator and created a routine which was shown to be …

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 …

show that the correlation may increase or decrease the variances of the estimators. There are several factors that … influence how correlation affects the variance of the estimators, including the choice of estimator, the strength of the …

-frequency intraday returns. It disentangles covariance estimation into variance and correlation components. This allows to estimate …

We propose a Kronecker product model for correlation or covariance matrices in thelarge dimensional case. The number of …

estimator, we show that when T is large, a generalized least squares estimator that ignores the correlation between the … the known correlation pattern, we derive the asymptotic properties of panel least squares estimators. Simulations are used …