Simulation error and numerical instability in estimating random coefficient logit demand models
Daniel Brunner, Florian Heiss, André Romahn, Constantin Weiser
| Year of publication: |
2025
|
|---|---|
| Authors: | Brunner, Daniel ; Heiss, Florian ; Romahn, André ; Weiser, Constantin |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ZDB-ID 1460617-3. - Vol. 247.2025, Art.-No. 105953, p. 1-8
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| Subject: | Numerical integration | Structural demand estimation | Simulation | Nachfrage | Demand | Schätztheorie | Estimation theory | Logit-Modell | Logit model | 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.jeconom.2025.105953 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015556399