352 citations · 680 across the 21 of their papers we have counts for
Showing 2026Show all
2 papers · 1 filter
econ.EM2026
A Stochastic Nested Fixed Point Algorithm for Large-Scale BLP Estimation
Zhentong Lu, Myung Hwan Seo, Youngki Shin +1
We develop a stochastic nested fixed point (SNFP) estimator for random coefficients logit demand models that updates model parameters using stochastic gradients and performs demand…
stat.ME2026
SAUSS: Stochastic Approximation with Unbiased Simulated Scores for Limited Dependent Variable Models
Sokbae Lee, Yuan Liao, Myung Hwan Seo +1
Multinomial choice models allow flexible substitution patterns but become computationally demanding with many alternatives or observations. With a fixed per-observation simulation…