Last update: June 15, 2021.

  • On Computer Codes:

      • Aviv Nevo's MATLAB code to estimate Random Coefficients Logit Model using the nested fixed point algorithm (it replicates the estimations in his Practitioner's Guide paper). These codes are for teaching purposes; they work well with Aviv's cereal data but you may want to check them for other applications. Other versions of Aviv's codes can be found in Bronwyn Hall's and Eric Rasmusen's web pages.

      • Jean-Pierre Dubé's MATLAB code for BLP’s GMM estimator of the Random Coefficients Logit Model using the MPEC algorithm.

      • Che-Lin Su's MPEC codes.

      • Chris Conlon's Github code. Also, Chris' Python BLP package with examples using the datasets by BLP (1995) and Nevo (2001).

      • Victor Aguirregabiria's GAUSS computer codes.

      • MATLAB code to construct Halton Sequences in N-dimensions (useful for Monte Carlo Integration) from Allan Collard-Wexler web page.

      • Stata module to estimate Berry, Levinsohn, and Pakes Random Coefficients Logit estimator. I have not tried it but I will be happy to hear from anyone's experience.

      • Replication of BLP, by Matt Gentzkow and Jesse Shapiro, with code and data.

      • Calculating the "Log Sum of Exponentials" for dynamic discrete choice models, by Jason Blevins.

      • Web Page for Research Computing at BU, started by Marc Rysman.

  • On Data Sets:

Note: I do not own nor do I have permission to distribute or use any of these data. I have compiled this list for education purposes. I have used different sources: the Center of Study for Industrial Organization at Northwestern University, web pages from several IO economists, and publicly available links. Please contact the relevant owners to obtain their authorization before using the data.

Please send me an email if you find a problem in the links above.

This webpage contains links to open resources that are available free, and is intended for academic and educational purposes. Please do not email me asking to add links to resources that are not free.