NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Estimation of Random Coefficient Demand Models: Challenges, Difficulties and Warnings

Christopher R. Knittel, Konstantinos Metaxoglou

NBER Working Paper No. 14080
Issued in June 2008

---- Acknowledgements -----

We have benefited greatly from conversations with Steve Berry, Severin Borenstein, Michael Greenstone, Phil Haile, Aviv Nevo, Hal White, Frank Wolak, Catherine Wolfram, and seminar participants at the University of Calgary, University of California at Berkeley, the University of California Energy Institute, and the 2008 NBER Winter IO meeting. Metaxoglou acknowledges financial support from Bates White, LLC. We are also grateful to Bates White, LLC for making their computing resources available. All remaining errors are ours. The views expressed herein are those of the author(s) and do not necessarily reflect the views of the National Bureau of Economic Research.

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