pyblp.data

Locations of example data that are included in the package for convenience.

pyblp.data.NEVO_PRODUCTS_LOCATION

Location of a CSV file containing the fake cereal product data from Nevo (2000). The file includes the same pre-computed excluded instruments used in the original paper.

Type

str

pyblp.data.NEVO_AGENTS_LOCATION

Location of a CSV file containing the fake cereal agent data. Included in the file are Monte Carlo weights and draws along with demographics from the original paper.

Type

str

pyblp.data.BLP_PRODUCTS_LOCATION

Location of a CSV file containing the automobile product data extracted by Andrews, Gentzkow, and Shapiro (2017) from the original GAUSS code for Berry, Levinsohn, and Pakes (1999), which is commonly assumed to be the same data used in Berry, Levinsohn, and Pakes (1995).

The file also includes a set of excluded instruments. First, “sums of characteristics” BLP instruments from the original paper were computed with build_blp_instruments(). The examples section in the documentation for this function shows how to construct these instruments from scratch. As in the original paper, the “rival” instrument constructed from the trend variable was excluded due to collinearity issues, and the mpd variable was added to the set of excluded instruments for supply.

Type

str

pyblp.data.BLP_AGENTS_LOCATION

Location of a CSV file containing the automobile agent data. Included in the file are the importance sampling weights and draws along with the income demographic from the original paper.

Type

str

Examples