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 …

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 …

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 …