Bayesian analysis of random coefficient logit models using aggregate data

DOI10.1016/j.jeconom.2008.12.010zbMath1429.62673OpenAlexW3123982017MaRDI QIDQ302110

Puneet Manchanda, Renna Jiang, Peter E. Rossi

Publication date: 4 July 2016

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2008.12.010

zbMATH Keywords

Bayesian analysisaggregate share modelsrandom coefficient logit

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Bayesian inference (62F15)

Related Items (7)

Merchant selection and pricing strategy for a platform firm in the online group buying market ⋮ Demand estimation with infrequent purchases and small market sizes ⋮ Hurdles and steps: Estimating demand for solar photovoltaics ⋮ Addressing endogeneity in aggregate logit models with time-varying parameters for optimal retail-pricing ⋮ A computationally efficient fixed point approach to dynamic structural demand estimation ⋮ Improving the performance of random coefficients demand models: the role of optimal instruments ⋮ Local polynomial regression for pooled response data

Uses Software

• bayesm

Cites Work

• A semi-parametric Bayesian approach to the instrumental variable problem
• A Gibbs sampler for mixed logit analysis of differentiated product markets using aggregate data
• Bayesian Statistics and Marketing
• Automobile Prices in Market Equilibrium
• Vertical Relationships between Manufacturers and Retailers: Inference with Limited Data

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