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example code for random coefficients logit model with endogeneity

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ubcecon/ECON622_BLP.jl

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This folder uses the random coefficients demand model to explain some coding ideas.

  • docs/blp.jmd has an initial draft of the share equation and code for various ways to integrate out the random coefficients. Use Quarto to render it into reveal.js slides.
  • src/integrate.jl reorganize the integration methods
  • src/blp.jl contains the main BLP project module

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example code for random coefficients logit model with endogeneity

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