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R code for BLP demand estimation, joint demand and supply estimation, and counterfactual merger analysis using the NFP and MPEC algorithms.

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BLP

  • blp_nfp.R estimates demand using the nested fixed point algorithm.
  • blp_nfp_joint.R estimates demand and supply jointly using the nested fixed point algorithm.
  • blp_merger.R conducts a counterfactual merger analysis.
  • blp_mpec.R estimates demand using the mathematical program with equilibrium constraints algorithm.
  • blp_mpec_joint.R estimates demand and supply jointly using the mathematical program with equilibrium constraints algorithm.

About

R code for BLP demand estimation, joint demand and supply estimation, and counterfactual merger analysis using the NFP and MPEC algorithms.

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