/blp.jl

BLP demand estimation with Julia

Primary LanguageJuliaMIT LicenseMIT

blp.jl - BLP demand estimation with Julia

blp.jl is a Julia implementation of the routines for estimating the demand for differentiated products using the approach of Berry, Levinsohn and Pakes (1995). Particular focus is given to performance.

This project is very much work in progress. The end goal is more a toolkit of reuseable lower-level functions that might be useful "building blocks" for a larger model, rather than a higher-level package like pyblp.