This webpage is the launching point for all of the data and code required to reproduce the results of Knittel and Metaxoglou "Estimation of Random Coefficient Demand Models:
 Challenges, Difficulties and Warnings"

Note: You will require the GADS toolbox for Matlab to run the programs. We have integrated the other algorithms into the zip files.

Automobile Data:

1. Zip file containing Matlab and Stata code required to estimate the 500 sets of results using the base tolerances
       To use these files:
                A. Unzip the file
                B. Run main.m
                C. Run optim_results_summary.m
                D. Run mkt_power_analysis.m
                E. Run merger_results_summary.m
                F. Run the stata scripts that lie within the optuimization, merger and market power folders
       To estimate the model using e-16 as the contraction mapping tolerance simply change the tolerance in the meanval.m file
2. Stata do file to construct figures and tables
3. Stata do file to construct figure for contraction mapping tolerance of E-16

Note:  You will need to update the global paths to run all stata scripts

Cereal Data:

1. Zip file containing Matlab and Stata code required to estimate the 500 sets of results (follow directions above)
2. Stata do file to construct figures and tables
3. Stata do file to construct figure for contraction mapping tolerance of E-12