Estimation of random coefficients logit demand models with interactive fixed effects

DOI10.1016/j.jeconom.2018.06.016zbMath1452.62951OpenAlexW3125564014WikidataQ129550126 ScholiaQ129550126MaRDI QIDQ1792466

Hyungsik Roger Moon, Matthew Shum, Martin Weidner

Publication date: 12 October 2018

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2018.06.016

zbMATH Keywords

panel datarandom utility modelfactor analysisinteractive fixed effectsdiscrete-choice demand model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Factor analysis and principal components; correspondence analysis (62H25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Consumer behavior, demand theory (91B42)

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