This page contains a full list of references cited in the documentation, including the original work of :ref:`references:Berry, Levinsohn, and Pakes (1995)`. If you use PyBLP in your research, we ask that you also cite the below :ref:`references:Conlon and Gortmaker (2020)`, which describes the advances implemented in the package. If you use micro moments with PyBLP, we ask that you also cite :ref:`references:Conlon and Gortmaker (2025)`, which describes the standardized framework implemented by PyBLP for incorporating micro data into BLP-style estimation.
Conlon, Christopher, and Jeff Gortmaker (2020). Best practices for differentiated products demand estimation with PyBLP. RAND Journal of Economics, 51 (4), 1108-1161.
Conlon, Christopher, and Jeff Gortmaker (2025). Incorporating micro data into differentiated products demand estimation with PyBLP. Journal of Econometrics, 105926.
Amemiya, Takeshi (1977). A note on a heteroscedastic model. Journal of Econometrics, 6 (3), 365-370.
Andrews, Isaiah, Matthew Gentzkow, and Jesse M. Shapiro (2017). Measuring the sensitivity of parameter estimates to estimation moments. Quarterly Journal of Economics, 132 (4), 1553-1592.
Arellano, Manuel and Stephen Bond (1991). Some tests of specification for panel data: Monte Carlo evidence and an application to employment equations. Review of Economic Studies, 58 (2), 277–297.
Armstrong, Timothy B. (2016). Large market asymptotics for differentiated product demand estimators with economic models of supply. Econometrica, 84 (5), 1961-1980.
Berry, Steven (1994). Estimating discrete-choice models of product differentiation. RAND Journal of Economics, 25 (2), 242-262.
Berry, Steven, James Levinsohn, and Ariel Pakes (1995). Automobile prices in market equilibrium. Econometrica, 63 (4), 841-890.
Berry, Steven, James Levinsohn, and Ariel Pakes (1999). Voluntary export restraints on automobiles: Evaluating a trade policy. American Economic Review, 83 (9), 400-430.
Berry, Steven, James Levinsohn, and Ariel Pakes (2004). Differentiated products demand systems from a combination of micro and macro data: The new car market. Journal of Political Economy, 112 (1), 68-105.
Berry, Steven, and Ariel Pakes (2007). The pure characteristics demand model. International Economic Review, 48 (4), 1193-1225.
Brenkers, Randy, and Frank Verboven (2006). Liberalizing a distribution system: The European car market. Journal of the European Economic Association, 4 (1), 216-251.
Brunner, Daniel, Florian Heiss, André Romahn, and Constantin Weiser (2017) Reliable estimation of random coefficient logit demand models. DICE Discussion Paper 267.
Cardell, N. Scott (1997). Variance components structures for the extreme-value and logistic distributions with application to models of heterogeneity. Econometric Theory, 13 (2), 185-213.
Chamberlain, Gary (1987) Asymptotic efficiency in estimation with conditional moment restrictions. Journal of Econometrics, 34 (3), 305-334.
Conlon, Christopher, and Julie H. Mortimer (2021). Empirical properties of diversion ratios. RAND Journal of Economics, 52 (4), 693-726.
Frisch, Ragnar, and Frederick V. Waugh (1933). Partial time regressions as compared with individual trends. Econometrica, 1 (4), 387-401.
Gandhi, Amit, and Jean-Francois Houde (2025). Measuring substitution patterns in differentiated products industries.
Grigolon, Laura, and Frank Verboven (2014). Nested logit or random coefficients logit? A comparison of alternative discrete choice models of product differentiation. Review of Economics and Statistics, 96 (5), 916-935.
Hausman, Jerry, Gregory Leonard, and J. Douglas Zona (1994). Competitive analysis with differentiated products. Annals of Economics and Statistics, 34, 143-157.
Hansen, Lars Peter (1982). Large sample properties of generalized method of moments estimators. Econometrica, 50 (4), 1029-1054.
Heiss, Florian, and Viktor Winschel (2008). Likelihood approximation by numerical integration on sparse grids. Journal of Econometrics, 144 (1), 62-80.
Hess, Stephane, Kenneth E. Train, and John W. Polak (2004). On the use of a Modified Latin Hypercube Sampling (MLHS) method in the estimation of a mixed logit model for vehicle choice. Transportation Research Part B (40), 147-167.
Imbens, Guido W., and Tony Lancaster (1994). Combining micro and macro data in microeconometric models. Review of Economic Studies, 61 (4), 655-680.
Judd, Kenneth L., and Ben Skrainka (2011). High performance quadrature rules: How numerical integration affects a popular model of product differentiation. CeMMAP working paper CWP03/11.
Knittel, Christopher R., and Konstantinos Metaxoglou (2014). Estimation of random-coefficient demand models: Two empiricists' perspective. Review of Economics and Statistics, 96 (1), 34-59.
Lovell, Michael C. (1963). Seasonal adjustment of economic time series and multiple regression analysis. Journal of the American Statistical Association, 58 (304), 993-1010.
MacKay, Alexander and Nathan Miller (2025). Estimating models of supply and demand: Instruments and covariance restrictions. American Economic Journal: Microeconomics, 17 (1), 238-281.
Morrow, W. Ross, and Steven J. Skerlos (2011). Fixed-point approaches to computing Bertrand-Nash equilibrium prices under mixed-logit demand. Operations Research, 59 (2), 328-345.
Nevo, Aviv (2000). A practitioner's guide to estimation of random‐coefficients logit models of demand. Journal of Economics & Management Strategy, 9 (4), 513-548.
Nevo, Aviv (2000). Mergers with differentiated products: The case of the ready-to-eat cereal industry. RAND Journal of Economics, 31 (3), 395-421.
Newey, Whitney K., and Kenneth D. West (1987). Hypothesis testing with efficient method of moments estimation. International Economic Review, 28 (3), 777-787.
Owen, Art B. (2013). Monte Carlo theory, methods and examples.
Owen, Art B. (2017). A randomized Halton algorithm in R.
Petrin, Amil (2002). Quantifying the benefits of new products: The case of the minivan. Journal of Political Economy, 110 (4), 705-729.
Reynaert, Mathias, and Frank Verboven (2014). Improving the performance of random coefficients demand models: The role of optimal instruments. Journal of Econometrics, 179 (1), 83-98.
Reynaerts, Jo, Ravi Varadhan, and John C. Nash (2012). Enhancing the convergence properties of the BLP (1995) contraction mapping. VIVES discussion paper 35.
Varadhan, Ravi, and Christophe Roland (2008). Simple and globally convergent methods for accelerating the convergence of any EM algorithm. Scandinavian Journal of Statistics, 35 (2), 335-353.
Werden, Gregory J. (1997). Simulating the effects of differentiated products mergers: A practitioners' guide. Economic Analysis Group, Proceedings of NE-165 Conference, Washington, D.C., June 20–21, 1996, 1997.