24 citations · 25 across the 2 of their papers we have counts for
3 papers · 1 filter
Estimation of random coefficients logit demand models with interactive fixed effects
Hyungsik Roger Moon, Matthew Shum, Martin Weidner
We extend the Berry, Levinsohn and Pakes (BLP, 1995) random coefficients discrete-choice demand model, which underlies much recent empirical work in IO. We add interactive fixed ef…
Discrete Choice and Rational Inattention: a General Equivalence Result
Mogens Fosgerau, Emerson Melo, Andre de Palma +1
This paper establishes a general equivalence between discrete choice and rational inattention models. Matejka and McKay (2015, AER) showed that when information costs are modelled…
Inference on Estimators defined by Mathematical Programming
Yu-Wei Hsieh, Xiaoxia Shi, Matthew Shum
We propose an inference procedure for estimators defined by mathematical programming problems, focusing on the important special cases of linear programming (LP) and quadratic prog…