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Jeff Gortmaker Profile picture
Jeff Gortmaker
@jeff_gortmaker
PhD student @HarvardEcon, @HarvardHBS
Apr 19, 2023 • 16 tweets • 12 min read
Hey #econtwitter, I'm excited to share a new WP with @conlon_chris about micro data (e.g. consumer surveys) in BLP estimation. Alongside it, we finally released PyBLP version 1.0!

Paper: jeffgortmaker.com/files/micro.pdf
Code: github.com/jeffgortmaker/…
Docs: pyblp.readthedocs.io/en/stable/

1/16 ImageImage Since releasing version 0.1 with our 2020 paper (onlinelibrary.wiley.com/doi/10.1111/17…), the most common request has been micro moments.

So we dug through published/recent WPs to see how "micro BLP" has been used in practice. Turns out it's been used a lot. Let us know who we missed!

2/16 Image