We develop an estimator for the parameters of a utility function that has interactions between the unobserved demand … contraction can still be used to recover the mean utility term that now contains both the demand error and the interactions with … and we show together they are sufficient for identification of all of the demand parameters. A major advantage of our …

properties of the dynamic game estimators. An empirical application to the dynamic demand of the potato chip market shows that … this technique can provide a useful tool to distinguish long term demand from short term demand by heterogeneous consumers …