demand estimation techniques. Although we find that error in market shares generally undermine the standard point …In this paper we introduce a new approach to estimating a differentiated product demand system that allows for error in … identification of discrete choice models of demand, we exploit shape restrictions on demand implied by discrete choice to generate a …

fail to explore all the modes. This paper overcomes these challenges by proposing novel estimation and inference procedures …

We propose a demand model where consumers simultaneously choose a few different goodsfrom a large menu of available … goods, and choose how much to consume of each good. Themodel nests multinomial discrete choice and continuous demand systems … World Panel. Using our parameter estimates, weestimate a matrix of demand elasticities for 27 categories of fruit and …

show the importance of such measurement errors for the estimation of demand in a setting with nonseparable unobserved … group rather than the true individual value. In consumer demand this form of measurement error is present because the price … heterogeneity. We develop a consistent estimator using external information on the true distribution of prices. Examining the demand …

Many modern estimation methods in econometrics approximate an objective function, for instance, through simulation or …

(LS-MD) estimation method. -- dynamic panel ; interactive fixed effects ; measurement error ; LS-MD estimation …