On Asymptotic Properties of the Parameters of Differentiated Product Demand and Supply Systems WhenDemographically-Categorized Purchasing Pattern Data areAvailable
On Asymptotic Properties of the Parameters of Differentiated Product Demand and Supply Systems WhenDemographically-Categorized Purchasing Pattern Data areAvailable
复制标题
具有人口分类购买模式数据时差异化产品供需系统参数的渐近性质
DOI：
10.1111/j.1468-2354.2012.00705.x
复制
发表时间：
2012
影响因子：
1.5
通讯作者：
Y.
中科院分区：
文献类型：
--
作者：
Myojo;S. and Kanazawa;Y.
我们推导了供需模型估计量的渐近属性，该模型扩展了将消费者人口统计数据与所购买产品的特征相关联的附加时刻。我们阐明了实际采样方案的结构，其中扩展估计器是一致的，渐近正态的，并且比原始估计器更有效。我们提供了保证寡头供应商需求随机系数 Logit 模型渐近定理成立的条件。广泛的模拟研究证明了附加矩在估计随机系数 Logit 模型方面的显着优势。
We derive asymptotic properties of an estimator for supply and demand models extended with additional moments relating consumer demographics to the characteristics of purchased products. We clarify the structure of a practical sampling scheme in which the extended estimator is consistent, asymptotically normal, and more efficient than the original estimator. We provide conditions guaranteeing the asymptotic theorems hold for the random coefficient logit model of demand with oligopolistic suppliers. Extensive simulation studies demonstrate significant benefits of the additional moments in estimating the random coefficient logit model.