Improving the Numerical Performance of BLP Static and Dynamic Discrete Choice Random Coefficients Demand Estimation

SSRN Electronic Journal ◽

10.2139/ssrn.1338152 ◽

2011 ◽

Author(s):

Jean-Pierre H. Dube ◽

Jeremy T. Fox ◽

Che-Lin Su

Keyword(s):

Discrete Choice ◽

Demand Estimation ◽

Random Coefficients ◽

Dynamic Discrete Choice ◽

Numerical Performance

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Improving the Numerical Performance of BLP Static and Dynamic Discrete Choice Random Coefficients Demand Estimation

10.3386/w14991 ◽

2009 ◽

Cited By ~ 25

Author(s):

Jean-Pierre Dubé ◽

Jeremy Fox ◽

Che-Lin Su

Keyword(s):

Discrete Choice ◽

Demand Estimation ◽

Random Coefficients ◽

Dynamic Discrete Choice ◽

Numerical Performance

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Improving the Numerical Performance of Static and Dynamic Aggregate Discrete Choice Random Coefficients Demand Estimation

Econometrica ◽

10.3982/ecta8585 ◽

2012 ◽

Vol 80 (5) ◽

pp. 2231-2267 ◽

Cited By ~ 124

Keyword(s):

Discrete Choice ◽

Demand Estimation ◽

Random Coefficients ◽

Numerical Performance

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A Simple and Robust Estimator for Discount Factors in Optimal Stopping Dynamic Discrete Choice Models

SSRN Electronic Journal ◽

10.2139/ssrn.3456840 ◽

2019 ◽

Cited By ~ 2

Author(s):

Øystein Daljord ◽

Denis Nekipelov ◽

Minjung Park

Keyword(s):

Discrete Choice ◽

Optimal Stopping ◽

Choice Models ◽

Discrete Choice Models ◽

Robust Estimator ◽

Dynamic Discrete Choice ◽

Discount Factors

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Identification and Estimation of a Dynamic Discrete Choice Model with an Endogenous Time-Varying Unobservable State Using Proxies

SSRN Electronic Journal ◽

10.2139/ssrn.3535098 ◽

2020 ◽

Author(s):

Yujung Hwang

Keyword(s):

Discrete Choice ◽

Choice Model ◽

Discrete Choice Model ◽

Time Varying ◽

Dynamic Discrete Choice ◽

Dynamic Discrete Choice Model

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A fast estimation procedure for discrete choice random coefficients demand model

Applied Economics ◽

10.1080/00036846.2017.1349289 ◽

2017 ◽

Vol 49 (58) ◽

pp. 5849-5855

Author(s):

Dong-Hyuk Kim ◽

Yong Song ◽

Huaxin Xu

Keyword(s):

Discrete Choice ◽

Estimation Procedure ◽

Random Coefficients ◽

Demand Model ◽

Fast Estimation

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Estimating a Dynamic Discrete Choice Model with Partial Observability for Household Mortgage Default and Prepayment Behaviors

SSRN Electronic Journal ◽

10.2139/ssrn.2709555 ◽

2015 ◽

Cited By ~ 2

Author(s):

Chao Ma

Keyword(s):

Discrete Choice ◽

Choice Model ◽

Discrete Choice Model ◽

Mortgage Default ◽

Dynamic Discrete Choice ◽

Partial Observability ◽

Dynamic Discrete Choice Model

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Linear IV Regression Estimators for Structural Dynamic Discrete Choice Models

10.3386/w25134 ◽

2018 ◽

Cited By ~ 1

Author(s):

Myrto Kalouptsidi ◽

Paul Scott ◽

Eduardo Souza-Rodrigues

Keyword(s):

Discrete Choice ◽

Choice Models ◽

Discrete Choice Models ◽

Dynamic Discrete Choice ◽

Structural Dynamic ◽

Regression Estimators

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Euler Equations for the Estimation of Dynamic Discrete Choice Structural Models

SSRN Electronic Journal ◽

10.2139/ssrn.2273618 ◽

2013 ◽

Author(s):

Victor Aguirregabiria ◽

Arvind Nathan Magesan

Keyword(s):

Euler Equations ◽

Discrete Choice ◽

Structural Models ◽

Dynamic Discrete Choice

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Random-Coefficients Logit Demand Estimation with Zero-Valued Market Shares

SSRN Electronic Journal ◽

10.2139/ssrn.3547712 ◽

2020 ◽

Author(s):

Jean-Pierre H. Dube ◽

Ali Hortaçsu ◽

Joonhwi Joo

Keyword(s):

Demand Estimation ◽

Random Coefficients ◽

Market Shares

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Random-Coefficients Logit Demand Estimation with Zero-Valued Market Shares

SSRN Electronic Journal ◽

10.2139/ssrn.3539492 ◽

2020 ◽

Author(s):

Jean-Pierre H. Dube ◽

Ali Hortaçsu ◽

Joonhwi Joo

Keyword(s):

Demand Estimation ◽

Random Coefficients ◽

Market Shares

Download Full-text