Limit Theorems for Estimating the Parameters of Differentiated Product Demand Systems.

We provide an asymptotic distribution theory for a class of generalized method of moments estimators that arise in the study of differentiated product markets when the number of observations is associated with the number of products within a given market. We allow for three sources of error: samplin...

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Publicado en:Review of Economic Studies Vol. 71; no. 3; pp. 613 - 655
Autores principales: Berry, Steve, Linton, Oliver B., Pakes, Ariel
Formato: Artículo
Publicado: Oxford University Press / UK July 2004
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Acceso en línea:Ver este registro en EBSCOhost
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      dt: July 2004
      vid: 71
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      pub: Oxford University Press / UK
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        513179436
        10.1111/j.1467-937X.2004.00298.x
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        atl: Limit Theorems for Estimating the Parameters of Differentiated Product Demand Systems.
      aug:
        au:
          Berry, Steve
          Linton, Oliver B.
          Pakes, Ariel
      su:
        Parameter estimation
        Mathematical models of marketing
        Product differentiation
        Limit theorems
        Economic demand
        Mathematical models
      sug:
        subj:
          Parameter estimation
          Mathematical models of marketing
          Product differentiation
          Limit theorems
          Economic demand
          Mathematical models
      ab: We provide an asymptotic distribution theory for a class of generalized method of moments estimators that arise in the study of differentiated product markets when the number of observations is associated with the number of products within a given market. We allow for three sources of error: sampling error in estimating market shares, simulation error in approximating the shares predicted by the model, and the underlying model error. It is shown that the estimators are CAN provided the size of the consumer sample and the number of simulation draws grow at a large enough rate relative to the number of products. We consider the implications of the results for the Berry, Levinsohn and Pakes (1995) random coefficient logit model and the pure characteristics model analysed in Berry and Pakes (2002). The required rates differ for these two frequently used demand models. A small Monte Carlo study shows that the differences in asymptotic properties of the two models are reflected, in quite a striking way, in the models' small sample properties. Moreover the limit distributions provide a good approximation to the actual Monte Carlo distribution of the parameter estimates. The results have important implications for the computational burden of the two models. Reprinted by permission of the publisher.
      pubtype: Academic Journal
      doctype: Article
      src: R
    language: English
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