A profiled sieve minimum-distance estimator uniformly consistently recovers the consumer-heterogeneity and price-side functions in a semi-nonparametric logit demand model with micro data when both the number of markets and consumers per market grow.
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Uniformly Consistent Semi-nonparametric Demand Estimation with Micro-Data
A profiled sieve minimum-distance estimator uniformly consistently recovers the consumer-heterogeneity and price-side functions in a semi-nonparametric logit demand model with micro data when both the number of markets and consumers per market grow.