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Persistent link: https://www.econbiz.de/10003875189

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

Simulation estimation of dynamic panel discrete choice models using the t distributions

Chang, Sheng-kai - In: Computational economics 43 (2014) 4, pp. 395-409

Persistent link: https://www.econbiz.de/10010396262

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

Aguirregabiria, Victor; Carro, Jesus - 2021

Persistent link: https://www.econbiz.de/10012586378

Nonparametric identification of discrete choice models with lagged dependent variables

Williams, Benjamin D. - In: Journal of econometrics 215 (2020) 1, pp. 286-304

Persistent link: https://www.econbiz.de/10012439460

Nonseparable multinomial choice models in cross-section and panel data

Chernozhukov, Victor; Fernández-Val, Iván; Newey, … - 2017

attributes and multidimensional unobserved heterogeneity with cross-section and panel data. We show that derivatives of choice … identification results to models with endogenous heterogeneity using either a control function or panel data. In time stationary … panel models with two periods, we find that differences over time of derivatives of choice probabilities identify utility …

Persistent link: https://www.econbiz.de/10011665568

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

Estimation of random coefficients logit demand models with interactive fixed effects

Moon, Hyungsik Roger; Shum, Matthew; Weidner, Martin - In: Journal of econometrics 206 (2018) 2, pp. 613-644

Persistent link: https://www.econbiz.de/10012110420

Semiparametric discrete choice models for bundles

Ouyang, Fu; Yang, Thomas Tao - 2020

Persistent link: https://www.econbiz.de/10012318455