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Linear Regression Estimation of Discrete Choice Models with Nonparametric Distributions of Random Coefficients

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  • Patrick Bajari
  • Jeremy T. Fox
  • Stephen P. Ryan

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  • Patrick Bajari & Jeremy T. Fox & Stephen P. Ryan, 2007. "Linear Regression Estimation of Discrete Choice Models with Nonparametric Distributions of Random Coefficients," American Economic Review, American Economic Association, vol. 97(2), pages 459-463, May.
  • Handle: RePEc:aea:aecrev:v:97:y:2007:i:2:p:459-463
    Note: DOI: 10.1257/aer.97.2.459
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    References listed on IDEAS

    as
    1. Daniel Ackerberg, 2009. "A new use of importance sampling to reduce computational burden in simulation estimation," Quantitative Marketing and Economics (QME), Springer, vol. 7(4), pages 343-376, December.
    2. Andrews, Donald W K, 1991. "Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models," Econometrica, Econometric Society, vol. 59(2), pages 307-345, March.
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