Testing the nested fixed-point algorithm in BLP random coefficients demand estimation

Keyphrases

• Random Coefficients 100%
• Demand Estimation 100%
• Nested Fixed-point Algorithm 100%
• Newton's Method 50%
• Speed-accuracy 50%
• Monte Carlo Experiment 50%
• Fast Convergence 50%
• Berries 50%
• Demand Model 50%
• Random Coefficients Logit Demand 50%
• Numerical Properties 50%
• Nested Fixed Point 50%
• Fixed Point Method 50%
• Mathematical Program with Equilibrium Constraints 50%

Mathematics

• Fixed Points 100%
• Random Coefficient 100%
• Monte Carlo 33%
• Mathematical Programming 33%
• Speed Convergence 33%
• Newton's Method 33%
• Method Performs 33%
• Equilibrium Constraint 33%