This page contains a full list of references cited in the documentation, including the original work of Berry, Levinsohn, and Pakes (1995). If you use PyBLP in your research, we ask that you also cite the below Conlon and Gortmaker (2020), which describes the advances implemented in the package.
Conlon and Gortmaker (2020)¶
Conlon, Christopher T., and Jeff Gortmaker (2020). Best practices for differentiated products demand estimation with PyBLP. Working paper.
Amemiya, Takeshi (1977). A note on a heteroscedastic model. Journal of Econometrics, 6 (3), 365-370.
Andrews, Gentzkow, and Shapiro (2017)¶
Andrews, Isaiah, Matthew Gentzkow, and Jesse M. Shapiro (2017). Measuring the sensitivity of parameter estimates to estimation moments. Quarterly Journal of Economics, 132 (4), 1553-1592.
Armstrong, Timothy B. (2016). Large market asymptotics for differentiated product demand estimators with economic models of supply. Econometrica, 84 (5), 1961-1980.
Berry, Steven (1994). Estimating discrete-choice models of product differentiation. RAND Journal of Economics, 25 (2), 242-262.
Berry, Levinsohn, and Pakes (1995)¶
Berry, Steven, James Levinsohn, and Ariel Pakes (1995). Automobile prices in market equilibrium. Econometrica, 63 (4), 841-890.
Berry, Levinsohn, and Pakes (1999)¶
Berry, Steven, James Levinsohn, and Ariel Pakes (1999). Voluntary export restraints on automobiles: Evaluating a trade policy. American Economic Review, 83 (9), 400-430.
Berry, Levinsohn, and Pakes (2004)¶
Berry, Steven, James Levinsohn, and Ariel Pakes (2004). Differentiated products demand systems from a combination of micro and macro data: The new car market. Journal of Political Economy, 112 (1), 68-105.
Berry and Pakes (2007)¶
Berry, Steven, and Ariel Pakes (2007). The pure characteristics demand model. International Economic Review, 48 (4), 1193-1225.
Brenkers and Verboven (2006)¶
Brenkers, Randy, and Frank Verboven (2006). Liberalizing a distribution system: The European car market. Journal of the European Economic Association, 4 (1), 216-251.
Brunner, Heiss, Romahn, and Weiser (2017)¶
Brunner, Daniel, Florian Heiss, André Romahn, and Constantin Weiser (2017) Reliable estimation of random coefficient logit demand models. DICE Discussion Paper 267.
Cardell, N. Scott (1997). Variance components structures for the extreme-value and logistic distributions with application to models of heterogeneity. Econometric Theory, 13 (2), 185-213.
Chamberlain, Gary (1987) Asymptotic efficiency in estimation with conditional moment restrictions. Journal of Econometrics, 34 (3), 305-334.
Conlon and Mortimer (2018)¶
Conlon, Christopher T., and Julie H. Mortimer (2018). Empirical properties of diversion ratios. NBER working paper 24816.
Frisch and Waugh (1933)¶
Frisch, Ragnar, and Frederick V. Waugh (1933). Partial time regressions as compared with individual trends. Econometrica, 1 (4), 387-401.
Gandhi and Houde (2017)¶
Gandhi, Amit, and Jean-François Houde (2017). Measuring substitution patterns in differentiated products industries. Working paper.
Grigolon and Verboven (2014)¶
Grigolon, Laura, and Frank Verboven (2014). Nested logit or random coefficients logit? A comparison of alternative discrete choice models of product differentiation. Review of Economics and Statistics, 96 (5), 916-935.
Hansen, Lars Peter (1982). Large sample properties of generalized method of moments estimators. Econometrica, 50 (4), 1029-1054.
Heiss and Winschel (2008)¶
Heiss, Florian, and Viktor Winschel (2008). Likelihood approximation by numerical integration on sparse grids. Journal of Econometrics, 144 (1), 62-80.
Hess, Train, and Polak (2004)¶
Hess, Stephane, Kenneth E. Train, and John W. Polak (2004). On the use of a Modified Latin Hypercube Sampling (MLHS) method in the estimation of a mixed logit model for vehicle choice. Transportation Research Part B (40), 147-167.
Imbens and Lancaster (1994)¶
Imbens, Guido W., and Tony Lancaster (1994). Combining micro and macro data in microeconometric models. Review of Economic Studies, 61 (4), 655-680.
Judd and Skrainka (2011)¶
Judd, Kenneth L., and Ben Skrainka (2011). High performance quadrature rules: How numerical integration affects a popular model of product differentiation. CeMMAP working paper CWP03/11.
Knittel and Metaxoglou (2014)¶
Knittel, Christopher R., and Konstantinos Metaxoglou (2014). Estimation of random-coefficient demand models: Two empiricists’ perspective. Review of Economics and Statistics, 96 (1), 34-59.
Lovell, Michael C. (1963). Seasonal adjustment of economic time series and multiple regression analysis. Journal of the American Statistical Association, 58 (304), 993-1010.
Morrow and Skerlos (2011)¶
Morrow, W. Ross, and Steven J. Skerlos (2011). Fixed-point approaches to computing Bertrand-Nash equilibrium prices under mixed-logit demand. Operations Research, 59 (2), 328-345.
Nevo, Aviv (1997). Mergers with differentiated products: The case of the ready-to-eat cereal industry. Competition Policy Center, Working Paper Series qt1d53t6ts, Competition Policy Center, Institute for Business and Economic Research, UC Berkeley.
Nevo, Aviv (2000). A practitioner’s guide to estimation of random‐coefficients logit models of demand. Journal of Economics & Management Strategy, 9 (4), 513-548.
Newey and West (1987)¶
Newey, Whitney K., and Kenneth D. West (1987). Hypothesis testing with efficient method of moments estimation. International Economic Review, 28 (3), 777-787.
Petrin, Amil (2002). Quantifying the benefits of new products: The case of the minivan. Journal of Political Economy, 110 (4), 705-729.
Reynaert and Verboven (2014)¶
Reynaert, Mathias, and Frank Verboven (2014). Improving the performance of random coefficients demand models: The role of optimal instruments. Journal of Econometrics, 179 (1), 83-98.
Reynaerts, Varadhan, and Nash (2012)¶
Reynaerts, Jo, Ravi Varadhan, and John C. Nash (2012). Enhancing the convergence properties of the BLP (1995) contraction mapping. VIVES discussion paper 35.
Skrainka, Benjamin S. (2012). A large scale study of the small sample performance of random coefficient models of demand.
Varadhan and Roland (2008)¶
Varadhan, Ravi, and Christophe Roland (2008). Simple and globally convergent methods for accelerating the convergence of any EM algorithm. Scandinavian Journal of Statistics, 35 (2), 335-353.