Research Staff

Lars Nesheim

cemmap and UCL

Lars Nesheim is a Professor of Economics at UCL and Co-Director of the Centre for Microdata Methods and Practice (cemmap). He teaches industrial organization, econometrics and urban economics. His research interests focus on structural econometrics, computational economics, industrial organization, urban economics, economic dynamics and hedonic models. He is an academic advisor to the Competition Commission, to OFCOM, and to KPMG.

Selected Publications

The Housing Stock, Housing Prices, and User Costs: The Roles of Location, Structure and Unobserved Quality

Which housing characteristics are important for understanding homeownership rates? How are housing characteristics priced in the […]

Jonathan Halket, Lars Nesheim, Florian Oswald
3 February 2020 | CWP5/20
Using penalized likelihood to select parameters in a random coefficients multinomial logit model

The multinomial logit model with random coefficients is widely used in applied research. This paper is […]

Joel L. Horowitz, Lars Nesheim
15 October 2019 | CWP50/19

Previous version

Sparse demand systems: corners and complements

We propose a demand model where consumers simultaneously choose a few different goods from a large […]

Arthur Lewbel, Lars Nesheim
23 September 2019 | CWP45/19
Using penalized likelihood to select parameters in a random coefficients multinomial logit model

The multinomial logit model with random coefficients is widely used in applied research. This paper is […]

Joel L. Horowitz, Lars Nesheim
26 April 2018 | CWP29/18

Latest version

Reserve price effects in auctions: estimates from multiple regression-discontinuity designs

We present evidence from 260,000 online auctions of second-hand cars to identify the impact of public […]

Syngjoo Choi, Lars Nesheim, Imran Rasul
31 January 2016 | Journal Article
The housing stock, housing prices, and user costs: the roles of location, structure and unobserved quality

Using the English Housing Survey, we estimate a supply side selection model of the allocation of […]

Jonathan Halket, Lars Nesheim, Florian Oswald
10 December 2015 | CWP73/15
Income effects and the welfare consequences of tax in differentiated product oligopoly

Random utility models are widely used to study consumer choice. The vast majority of applications make […]

Rachel Griffith, Lars Nesheim, Martin O'Connell
8 June 2015 | CWP23/15
Semiparametric estimation of random coefficients in structural economic models

In structural economic models, individuals are usually characterized as solving a decision problem that is governed […]

Stefan Hoderlein, Lars Nesheim, Anna Simoni
4 April 2012 | CWP09/12
Modelling the demand for housing over the lifecycle

We model individual demand for housing over the life-cycle, and show the aggregate implications of this […]

Orazio Attanasio, Renata Bottazzi, Hamish Low, Lars Nesheim, Matthew Wakefield
1 January 2012 | Journal Article
Regression Analysis
Lars Nesheim
25 October 2011 |