We develop a new approach using market-level data to model, identify, and estimate a dynamic discrete choice demand model for durable goods with continuous unobserved product-specific state variables.

Sankhyā: The Indian Journal of Statistics, Series B (1960-2002), Vol. 53, No. 1 (Apr., 1991), pp. 25-47 (23 pages) In this paper we evaluate the moments of order statistics in the reflected gamma ...

Linear mixed models (LMMs) serve as a versatile statistical framework, combining fixed effects that capture the overall trends with random effects that account for variability across subjects, ...

It appears that no particular approximate [nonlinear] filter is consistently better than any other, though . . . any nonlinear filter is better than a strictly linear one. 1 The Kalman filter is a ...