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blp

Python implementation of Aviv Nevo's Matlab code for the BLP model detailed in A Research Assistant's Guide to Random Coefficient Discrete Choice Models of Demand.

Comments in the code partially adapted from Nevo's code as well as the description of the input data from Bronwyn Hall.

TODO: Test jacobian function -- most likely incorrect.

UPDATE 8/2016: It was brought to my attention that current version of the code does not reproduce Nevo's results. Hope to dig into this but probably won't happen until the new year.

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