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Estimation of random coefficients logit demand models with interactive fixed effects

Moon, Hyungsik Roger; Shum, Matthew; Weidner, Martin - 2012

We extend the Berry, Levinsohn and Pakes (BLP, 1995) random coefficients discretechoice demand model, which underlies much recent empirical work in IO. We add interactive fixed effects in the form of a factor structure on the unobserved product characteristics. The interactive fixed effects can...

Persistent link: https://www.econbiz.de/10009521645

Estimation of random coefficients logit demand models with interactive fixed effects

Moon, Hyungsik Roger; Shum, Matthew; Weidner, Martin - 2014 - This draft: April 22, 2014

We extend the Berry, Levinsohn and Pakes (BLP, 1995) random coefficients discrete choice demand model, which underlies much recent empirical work in IO. We add interactive fixed effects in the form of a factor structure on the unobserved product characteristics. The interactive fixed effects can...

Persistent link: https://www.econbiz.de/10010345243

Estimation of random coefficients logit demand models with interactive fixed effects

Moon, Hyungsik Roger; Shum, Matthew; Weidner, Martin - 2017 - This version: February 15, 2017

We extend the Berry, Levinsohn and Pakes (BLP, 1995) random coeffcients discrete-choice demand model, which underlies much recent empirical work in IO. We add interactive fixed effects in the form of a factor structure on the unobserved product characteristics. The interactive fixed effects can...

Persistent link: https://www.econbiz.de/10011603891

Factor and factor loading augmented estimators for panel regression

Beyhum, Jad; Gautier, Eric - 2021

Persistent link: https://www.econbiz.de/10012542410

Panel conditional and multinomial logit with time-varying parameters

Lee, Myoung-jae - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 3, pp. 317-337

Persistent link: https://www.econbiz.de/10011339431

Square‐root nuclear norm penalized estimator for panel data models with approximately low-rank unobserved heterogeneity

Beyhum, Jad; Gautier, Eric - 2019

Persistent link: https://www.econbiz.de/10012181495

Identification of average marginal effects in fixed effects dynamic discrete choice models

Aguirregabiria, Victor; Carro, Jesus - 2021

Persistent link: https://www.econbiz.de/10012589611

Identification and estimation of a large factor model with structural instability

Baltagi, Badi H.; Kao, Chihwa; Wang, Fa - 2016

Persistent link: https://www.econbiz.de/10011687505

CCE estimation of high-dimensional panel data models with interactive fixed effects

Vogt, Michael; Walsh, Christopher; Linton, Oliver - 2022

Persistent link: https://www.econbiz.de/10013485021

Fixed effects and causal inference

Millimet, Daniel L.; Bellemare, Marc F. - 2023

Across many disciplines, the fixed effects estimator of linear panel data models is the default method to estimate … panel. We consider several alternatives to the fixed effects estimator with T > 2 when relevant unit-specific heterogeneity … results from multiple linear panel data estimators in applied research. …

Persistent link: https://www.econbiz.de/10014286978

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