Data And Programs - Supplement to "Improving the Numerical Performance of BLP Static and Dynamic Discrete Choice Random Coefficients Demand Estimation'
Jean-Pierre Dubé, Jeremy T. Fox, and Che-Lin Su
Description: This zip file contains the replication files for the manuscript.
Extensions - Supplement to "Improving the Numerical Performance of BLP Static and Dynamic Discrete Choice Random Coefficients Demand Estimation"
Jean-Pierre Dubé, Jeremy T. Fox, and Che-Lin Su
Description: This appendix discusses the implementation details for MPEC and NFP applied to the BLP demand estimation problem, the KNITRO outputs for MPEC and NFP, how a researcher would adapt static MPEC to a likelihood-based estimation of random-coefficients-logit demand, varying the quality of the data, and dynamic BLP with one consumer type.
