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Missing price and coupon availability data in scanner panels: Correcting for the self-selection bias in choice model parameters

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Publication:1305784
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DOI10.1016/S0304-4076(98)00060-8zbMath0962.62117WikidataQ60155237 ScholiaQ60155237MaRDI QIDQ1305784

Tülin Erdem, Bao-Hong Sun, Michael P. Keane

Publication date: 19 June 2001

Published in: Journal of Econometrics (Search for Journal in Brave)


zbMATH Keywords

scanner databrand choiceself-selection biasprice elasticities


Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Marketing, advertising (90B60)


Related Items

Estimation of endogenously sampled time series: the case of commodity price speculation in the steel market, Robust firm pricing with panel data, EM Algorithm Estimation of Simultaneous Equation Model with Limited Variables: An Example of Cigarette Consumption



Cites Work

  • Simulation and the Asymptotics of Optimization Estimators
  • Shadow Prices, Market Wages, and Labor Supply
  • A Computationally Practical Simulation Estimator for Panel Data
  • A Method of Simulated Moments for Estimation of Discrete Response Models Without Numerical Integration
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