Bayesian analysis of random coefficient logit models using aggregate data

Journal of Econometrics

Volumn 149, Issue 2, 2009, Pages 136-148

  Jiang, Renna ^a   Manchanda, Puneet ^b   Rossi, Peter E ^a  

^a UNIVERSITY OF CHICAGO   (United States)

^b UNIVERSITY OF MICHIGAN   (United States)

Author keywords

Aggregate share models; Bayesian analysis; Random coefficient logit

Indexed keywords

BAYESIAN NETWORKS; COVARIANCE MATRIX;

BAYESIAN ANALYSIS; BAYESIAN APPROACHES; COVARIANCE PARAMETERS; DEMAND SHOCKS; DIFFERENTIATED PRODUCTS; GMM ESTIMATORS; LOGIT MODELS; MARKET EQUILIBRIUM; RANDOM COEFFICIENT LOGIT; RANDOM WALKS; RE-PARAMETERIZATION; SIMULATED DATUM; TRADE OFFS;

AGGREGATES;

EID: 63549141862     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2008.12.010     Document Type: Article

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