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Estimation of random coefficients logit demand models with interactive fixed effects
16 references·0 citing·43 second hop
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References

  • 1995Automobile Prices in Market Equilibrium4,939 cited
  • 1988Estimating Vector Autoregressions with Panel Data4,242 cited
  • 2002Determining the Number of Factors in Approximate Factor Models4,110 cited
  • 1994Estimating Discrete-Choice Models of Product Differentiation2,945 cited
  • 1998Measuring Market Power in the Ready-to-Eat Cereal Industry2,069 cited
  • 2009Panel Data Models With Interactive Fixed Effects1,685 cited
  • 2002Quantifying the Benefits of New Products: The Case of the Minivan877 cited
  • 2006Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions629 cited
  • 1994Valuation of New Goods under Perfect and Imperfect Competition513 cited
  • 1999Endogeneity in Brand Choice Models503 cited
  • 2002Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large477 cited
  • 2004Jackknife and Analytical Bias Reduction for Nonlinear Panel Models453 cited
  • 2007Chapter 63 Econometric Tools for Analyzing Market Outcomes349 cited
  • 2015Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects299 cited
  • 2012Improving the Numerical Performance of Static and Dynamic Aggregate Discrete Choice Random Coefficients Demand Estimation

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259 cited
  • 2001GMM estimation of linear panel data models with time-varying individual effects244 cited
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