Cover Image

Fast and simple inner-loop algorithms of static / dynamic BLP estimations

Fuente: arXiv

Saved in:

Bibliographic Details
Main Author:	Fukasawa, Takeshi
Format:	Preprint
Published:	2024
Subjects:	Econometrics
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Jacobian-free Efficient Pseudo-Likelihood (EPL) Algorithm
by: Fukasawa, Takeshi
Published: (2024)

Estimation of BLP models with high-dimensional controls
by: Jin, Hua
Published: (2026)

A simple distributional difference-in-differences estimator for univariate and bivariate outcomes
by: Fernández-Val, Iván, et al.
Published: (2024)

Identification and estimation of dynamic random coefficient models
by: Lee, Wooyong
Published: (2025)

Faster estimation of dynamic discrete choice models using index invertibility
by: Bunting, Jackson, et al.
Published: (2023)

Linear estimations of dynamic fixed effects logit models only with time effects
by: Kitazawa, Yoshitsugu
Published: (2026)

Root-n-consistent Conditional ML estimation of dynamic panel logit models with fixed effects
by: Kruiniger, Hugo
Published: (2021)

Estimation of large approximate dynamic matrix factor models based on the EM algorithm and Kalman filtering
by: Barigozzi, Matteo, et al.
Published: (2025)

Fast TTC Computation
by: Aldridge, Irene
Published: (2024)

A simple but powerful tail index regression
by: Nicolau, João, et al.
Published: (2024)

Fast Algorithms for Quantile Regression with Selection
by: Pereda-Fernández, Santiago
Published: (2024)

Fast Learning of Optimal Policy Trees
by: Cussens, James, et al.
Published: (2025)

Fast Test Inversion for Resampling Methods
by: Xu, Ian
Published: (2025)

Flexible estimation of skill formation models
by: Antweiler, Antonia, et al.
Published: (2025)

Realized range-based estimation of integrated variance
by: Christensen, Kim, et al.
Published: (2026)

Linear estimation of global average treatment effects
by: Faridani, Stefan, et al.
Published: (2022)

Averaging estimation for instrumental variables quantile regression
by: Liu, Xin
Published: (2019)

On estimating Armington elasticities for Japan's meat imports
by: Nakano, Satoshi, et al.
Published: (2022)

Realised quantile-based estimation of the integrated variance
by: Christensen, Kim, et al.
Published: (2026)

Survey calibration for causal inference: a simple method to balance covariate distributions
by: Beręsewicz, Maciej
Published: (2023)

Production function estimation using subjective expectations data
by: Keiller, Agnes Norris, et al.
Published: (2024)

Nonparametric estimation of conditional densities by generalized random forests
by: Zincenko, Federico
Published: (2023)

Fast Posterior Sampling in Tightly Identified SVARs Using 'Soft' Sign Restrictions
by: Read, Matthew, et al.
Published: (2026)

The modified conditional sum-of-squares estimator for fractionally integrated models
by: Kılınç, Mustafa R., et al.
Published: (2024)

Closed-form estimation and inference for panels with attrition and refreshment samples
by: Franguridi, Grigory, et al.
Published: (2024)

Multicell experiments for marginal treatment effect estimation of digital ads
by: Waisman, Caio, et al.
Published: (2023)

A difference-in-differences estimator by covariate balancing propensity score
by: Li, Junjie, et al.
Published: (2025)

Raking for estimation and inference in panel models with nonignorable attrition and refreshment
by: Franguridi, Grigory, et al.
Published: (2025)

An empirical estimate of the electricity supply curve from market outcomes
by: Canales, Jorge Sánchez, et al.
Published: (2025)

Verifying the existence of maximum likelihood estimates for generalized linear models
by: Correia, Sergio, et al.
Published: (2019)

Fast and Efficient Bayesian Analysis of Structural Vector Autoregressions Using the R Package bsvars
by: Woźniak, Tomasz
Published: (2024)

Reinterpreting demand estimation
by: Chen, Jiafeng
Published: (2025)

Policy-relevant causal effect estimation using instrumental variables with interference
by: Nibbering, Didier, et al.
Published: (2025)

Identification, estimation and inference in Panel Vector Autoregressions using external instruments
by: Pala, Raimondo
Published: (2025)

fixest: A fast and feature-rich framework for econometric estimations in R
by: Bergé, Laurent R., et al.
Published: (2026)

Homophily in preferences or meetings? Identifying and estimating an iterative network formation model
by: Alvarez, Luis, et al.
Published: (2022)

Locally robust semiparametric estimation of sample selection models without exclusion restrictions
by: Pan, Zhewen, et al.
Published: (2024)

The moment is here: a generalized class of estimators for fuzzy regression discontinuity designs
by: Lane, Stuart
Published: (2025)

Testing homogeneity in dynamic discrete games in finite samples
by: Bugni, Federico A., et al.
Published: (2020)

Global identification of dynamic panel models with interactive effects
by: Bai, Jushan, et al.
Published: (2025)