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Identification and Estimation of Demand Models with Endogenous Product Entry and Exit

Victor Aguirregabiria, Alessandro Iaria, Senay Sokullu

arXiv 27 Aug 2023 · Econometrics · 2 citations (OpenAlex)

arXiv:2308.14196 · PDF · DOI · OpenAlex · Extracted main text

Abstract

This paper deals with the endogeneity of firms' entry and exit decisions in demand estimation. Product entry decisions lack a single crossing property in terms of demand unobservables, which causes the inconsistency of conventional methods dealing with selection. We present a novel and straightforward two-step approach to estimate demand while addressing endogenous product entry. In the first step, our method estimates a finite mixture model of product entry accommodating latent market types. In the second step, it estimates demand controlling for the propensity scores of all latent market types. We apply this approach to data from the airline industry.

Citation extraction

59
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in-text mentions
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distinct cited
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main-text words

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Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1Ciliberto, Federico and Murry, Charles and Tamer, Elie (2021) Market structure and competition in airline markets1.000133100%
2Li, Sophia and Mazur, Joe and Park, Yongjoon and Roberts, James and… (2022) Repositioning and market power after airline mergers1.00083100%
3Newey, Whitney (2009) Two-step series estimation of sample selection models0.93511582%
4Das, Mitali and Newey, Whitney and Vella, Francis (2003) Nonparametric estimation of sample selection models0.93511482%
5Aguirregabiria, Victor and Ho, Chun-Yu (2012) A dynamic oligopoly game of the US airline industry: Estimation and policy experiments self0.87462100%
6Eizenberg, Alon (2014) Upstream innovation and product variety in the us home pc market0.87452100%
7Sweeting, Andrew (2013) Dynamic product positioning in differentiated product markets: The effect of fees for musical performance rights on the commerci…0.87452100%
8Angrist, Joshua D (1997) Conditional independence in sample selection models0.73732100%
9Berry, Steven and Levinsohn, James and Pakes, Ariel (1995) Automobile prices in market equilibrium0.73732100%
10Bontemps, Christian and Gualdani, Cristina and Remmy, Kevin (2023) Price competition and endogenous product choice in networks: Evidence from the us airline industry0.73732100%

Showing the top 10 of 59 scored citations.

Cited by, within the corpus

arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.

Citing paperIntensityMentionsSections
1Demand Analysis under Price Rigidity and Endogenous Assortment: An Application to China's Tobacco Industry0.40511