[Limdep Nlogit List] Endogeniety and Mixed logit model

[Fred Feinberg]

You may wish to have a look at this excellent review paper, "Structural
Modeling in Marketing: Review and Assessment," by Chintagunta, Erdem, Rossi
and Wedel. It has already come out in a journal, but I believe it's still
available in draft form here:
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=588903. And it is
available in final form here:
http://mktsci.journal.informs.org/cgi/content/abstract/25/6/604.

Fred

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Fred Feinberg
Hallman Fellow and Professor of Marketing
Ross School of Business
University of Michigan
feinf at umich.edu

sshreay at mail.wsu.edu wrote:

> Dr Green,
> Thank you for your reply and time.
> Sincerely,
> Sanatan Shreay
>
> > Dear Sanatan. The Berry Levinsohn-Pakes methodology that Aviv Nevo is
> > writing about
> > is a (maybe the) way to handle endogenous prices in a logit model for
> > aggregate
> > shares.  That I know of, however, the method has not been extended to a
> > general
> > random parameters specification.  The BLP method is not yet build into
> > LIMDEP,
> > unfortunately.
> > /B. Greene