Identification of differentiated products demand with micro moments: Consumer panel data
推导了在消费者面板数据下，利用微观矩识别BLP式差异化产品需求模型的条件，并通过蒙特卡洛模拟验证了有限样本性能。
This paper derives identification conditions for BLP Berry et al. (1995)-style differentiated products demand models with micro moments from consumer panel data in a setting with i.i.d. logit shocks. Identification leverages cross-period dependence of unobserved preference heterogeneity. Identification conditions are also provided for models with nonparametrically specified random coefficients. Monte Carlo simulation studies demonstrate satisfactory finite sample performance.