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Linear Regression Estimation of Discrete Choice Models with Nonparametric Distributions of Random Coefficients

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  • Patrick Bajari
  • Jeremy T. Fox
  • Stephen P. Ryan

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Suggested Citation

  • Patrick Bajari & Jeremy T. Fox & Stephen P. Ryan, 2007. "Linear Regression Estimation of Discrete Choice Models with Nonparametric Distributions of Random Coefficients," American Economic Review, American Economic Association, vol. 97(2), pages 459-463, May.
  • Handle: RePEc:aea:aecrev:v:97:y:2007:i:2:p:459-463
    Note: DOI: 10.1257/aer.97.2.459
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    References listed on IDEAS

    as
    1. Andrews, Donald W K, 1991. "Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models," Econometrica, Econometric Society, vol. 59(2), pages 307-345, March.
    2. Daniel Ackerberg, 2009. "A new use of importance sampling to reduce computational burden in simulation estimation," Quantitative Marketing and Economics (QME), Springer, vol. 7(4), pages 343-376, December.
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