The Berry–Levinsohn–Pakes estimator of the random-coefficients logit demand model
Vincent, David W.
2015

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Abstract

In this article, I describe the algorithm proposed by Berry, Levinsohn, and Pakes (1995, Econometrica 63: 841–890) to fit the random-parameters logit demand model from product market shares. I present a new command, blp, for this estimator.

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Title The Berry–Levinsohn–Pakes estimator of the random-coefficients logit demand model
Keywords
Author(s) Vincent, David W.
Subject(s)
Issue Date 2015
Publication Type Journal Article
DOI and Other Identifiers 10.22004/ag.econ.281137
Record Identifier https://ageconsearch.umn.edu/record/281137
ISSN 1536-8634
Language English
Published in Stata Journal
Volume 15
Issue 3
Page Range 854 - 880
Record Appears in Stata Journal

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