Estimating Demand Systems with Bidding Data
收藏NBER2026-02-01 更新2026-02-07 收录
下载链接：
https://www.nber.org/papers/w34774
下载链接
链接失效反馈官方服务：
资源简介：
We introduce a framework for estimating demand systems across multiple assets using bidding data, such as price-quantity limit orders. Our approach does not require price instruments, which are difficult to obtain, and allows for fully flexible substitution patterns without imposing logit-style
提供机构：
美国国家经济研究局创建时间：
2026-02-01
