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Demand Estimation with High-Dimensional Product Characteristics - MaRDI portal

Demand Estimation with High-Dimensional Product Characteristics

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Publication:5133553

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DOI10.1108/S0731-905320140000034020zbMath1453.62577MaRDI QIDQ5133553

Matthew Shum, Hyungsik Roger Moon, Benjamin J. Gillen

Publication date: 10 November 2020

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

zbMATH Keywords

shrinkage estimation Lasso post-Lasso BLP (Berry, Levinsohn, Pakes) demand model high-dimensional product characteristics

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Ridge regression; shrinkage estimators (Lasso) (62J07)

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