Revisiting the nested fixed-point algorithm in BLP random coefficients demand estimation
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References listed on IDEAS
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- Xavier D’Haultfœuille & Isis Durrmeyer & Philippe Février, 2019.
"Automobile Prices in Market Equilibrium with Unobserved Price Discrimination,"
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- D'Haultfoeuille, Xavier & Durrmeyer, Isis & Février, Philippe, 2017. "Automobile Prices in Market Equilibrium with Unobserved Price Discrimination," TSE Working Papers 17-854, Toulouse School of Economics (TSE).
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- Dâ€™Haultfoeuille, Xavier & Durrmeyer, Isis & Février, Philippe, 2014. "Automobile Prices in Market Equilibrium with Unobserved Price Discrimination," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 477, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
- Sun, Yutec & Ishihara, Masakazu, 2019. "A computationally efficient fixed point approach to dynamic structural demand estimation," Journal of Econometrics, Elsevier, vol. 208(2), pages 563-584.
More about this item
KeywordsRandom coefficients logit demand; Numerical methods; Nested fixed-point algorithm; Newton’s method;
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
- L1 - Industrial Organization - - Market Structure, Firm Strategy, and Market Performance
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