This is a study project based on the paper Nonparametric Estimation of the Random Coefficients Model: An Elastic Net Approach by Heiss et al. (2022).
The non-parametric elastic net estimator is implemented in python using the free software package for
convex optimization CVXOPT.
Further requirements are listed in the file requirements.txt.
A simulation study is performed on a mixed multinomial logit model for demand estimation.
Feel free to contribute to this project.