[Limdep Nlogit List] Endogeniety and Mixed logit model

[sshreay at mail.wsu.edu]

Hello,
I have an aggregate panel data and I am trying to calculate elastcities of
differentiated products using mixed logit model. In my model I have
price,attributes and demographics variables. I am getting results but in
literatures it has been reported that price is endogenous. My specific
question is how to deal with endogenous variable in mixed logit model? To
my understanding if I am estimating using full information likelihood and
somehow indicate that price is endogenous then it will be fine?. Can I do
this in LIMDEP? I am aware that Aviv Nevo has a matlab code for
differentiated product elasticity estimation but I have always worked with
LIMDEP and hope some one can help me.
Thanks,
Sanatan,
PhD student
School of Economics,
Washington State University,
Pullman,WA-99163