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A Research Assistant's Guide to Random Coefficients Discrete Choice Models of Demand

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Author Info
Aviv Nevo

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Abstract

The study of differentiated-products markets is a central part of empirical industrial organization. Questions regarding market power, mergers, innovation, and valuation of new brands are addressed using cutting-edge econometric methods and relying on economic theory. Unfortunately, difficulty of use and computational costs have limited the scope of application of recent developments in one of the main methods for estimating demand for differentiated products: random coefficients discrete choice models. As our understanding of these models of demand has increased, both the difficulty and costs have been greatly reduced. This paper carefully discusses the latest innovations in these methods with the hope of (1) increasing the understanding, and therefore the trust, among researchers who never used these methods, and (2) reducing the difficulty of use, and therefore aiding in realizing the full potential of these methods.

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Paper provided by National Bureau of Economic Research, Inc in its series NBER Technical Working Papers with number 0221.

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Date of creation: Feb 1998
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Handle: RePEc:nbr:nberte:0221

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  1. Mojduszka, Eliza M., 2001. "Integration Of A Product Choice Model And A Latent Variable Model Of Nutrition Information," 2001 Annual meeting, August 5-8, Chicago, IL 20678, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
  2. Aviv Nevo, 2003. "Measuring Market Power in the Ready-to-Eat Cereal Industry," Microeconomics 0303006, EconWPA. [Downloadable!]
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  3. Charles Romeo, 2007. "A Gibbs sampler for mixed logit analysis of differentiated product markets using aggregate data," Computational Economics, Springer, vol. 29(1), pages 33-68, February. [Downloadable!] (restricted)
  4. Beethika Khan, 2004. "Consumer Adoption of Online Banking: Does Distance Matter?," Development and Comp Systems 0407002, EconWPA. [Downloadable!]
  5. Aviv Nevo, 2003. "Mergers with Differentiated Products: The Case of Ready-to-Eat Cereal," Finance 0303004, EconWPA. [Downloadable!]
    Other versions:
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