BLP estimation using Laplace transformation and overlapping simulation draws

DOI10.1016/J.JECONOM.2020.07.026zbMath1471.62528OpenAlexW2979859326MaRDI QIDQ2658771

Huiyu Li, Han Hong, Jessie Li

Publication date: 24 March 2021

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

Full work available at URL: https://www.frbsf.org/economic-research/files/wp2019-24.pdf

zbMATH Keywords

simulation estimatorLaplace-type estimatorBLP model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20)

Related Items (1)

Estimation and inference in factor copula models with exogenous covariates

Uses Software

• GitHub

Cites Work

• Unnamed Item
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