Questions tagged [demand-system-estimation]

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In the BLP paper, why interacting consumer characteristic with product characteristic can generate more desirable substitution pattern

Got a question about the famous BLP paper (http://people.stern.nyu.edu/wgreene/Econometrics/BLP.pdf). When there is no interaction between product characteristic and consumer characteristic, the ...
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Endogeneity in demand estimation using demand systems estimations

Assume I have quantities and prices for J products across M markets in T periods. I want to estimate their elasticities. I construct J regressions of this type: $$\log \left(q_{j m t}\right)=\alpha_{t}...
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Recovering information on Prices from Expenditure data

this is more of a "Research Based" Question where the answer may be open ended and really am wondering from all the experts here. Feel free to hammer me on this as I'm not 100% confident, my data work ...
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Resources on the Rotterdam demand system

I've been doing some self study on the Almost Ideal Demand System, and have been hearing a lot about the Rotterdam demand system developed by Henri Theil. I've been looking for resources on google ...
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How to simulate changes in quantity demanded when several prices change?

I am not sure if this is a straightforward question or not. Basically, I have a set of products along with their prices and quantities demanded. I also have own and cross price elasticities for each ...