3 papers
econ.EM2026
Nested Pseudo-GMM Estimation of Demand for Differentiated Products
Victor Aguirregabiria, Hui Liu, Yao Luo
We propose a fast algorithm for computing the GMM estimator in the BLP demand model (Berry, Levinsohn, and Pakes, 1995). Inspired by nested pseudo-likelihood methods for dynamic di…
econ.EM2021
Dynamic Games in Empirical Industrial Organization
Victor Aguirregabiria, Allan Collard-Wexler, Stephen P. Ryan
This survey is organized around three main topics: models, econometrics, and empirical applications. Section 2 presents the theoretical framework, introduces the concept of Markov…
econ.EM2018
Sufficient Statistics for Unobserved Heterogeneity in Structural Dynamic Logit Models
Victor Aguirregabiria, Jiaying Gu, Yao Luo
We study the identification and estimation of structural parameters in dynamic panel data logit models where decisions are forward-looking and the joint distribution of unobserved…