Supplement to “Large Market Asymptotics for Differentiated Product Demand Estimators with Economic Models of Supply”

This supplement contains proofs as well as auxiliary results and Monte Carlos. Section A contains proofs of results in the main text. Section B discusses large market asymptotics in some additional settings. Section C gives further discussion and formal results for the recommendations in section 4 of the main text for diagnosing the issues brought up in this paper. Section D gives the details of the Monte Carlo study, and presents additional Monte Carlo results for designs not reported in the main text.