Estimation of BLP models with high-dimensional controls

arXiv:2605.01594 · econ.EM · Submitted 2026-05-02 · Read on arXiv

econ.EM

Submitted: 2026-05-02

Updated: 2026-10-23

Terminology

• Sparsity — 2× in this paper · explained in 5 episodes
• Asymptotic Normality — 1× in this paper · explained in 2 episodes
• Lasso — 1× in this paper · explained in 2 episodes

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