Revisiting the nested fixed-point algorithm in BLP random coefficients demand estimation
Jinhyuk Lee, Kyoungwon Seo
| Year of publication: |
December 2016
|
|---|---|
| Authors: | Lee, Jinhyuk ; Seo, Kyoungwon |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 149.2016, p. 67-70
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| Subject: | Random coefficients logit demand | Numerical methods | Nested fixed-point algorithm | Newton's method | Algorithmus | Algorithm | Logit-Modell | Logit model | Nachfrage | Demand | Mathematische Optimierung | Mathematical programming | Präferenztheorie | Theory of preferences | Monte-Carlo-Simulation | Monte Carlo simulation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2016.10.019 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011620107