Jeff Gortmaker (@jeff_gortmaker) / X

Jeff Gortmaker

161 posts

Jeff Gortmaker

@jeff_gortmaker

Postdoc @PrincetonEcon in 2025 | Assistant Professor @NYUSternEcon in 2026

Joined October 2010

Jeff Gortmaker
@jeff_gortmaker
Mar 7, 2025
My job market's done, and I'm heading back to the NYC area! Excited to join @PrincetonEcon as a postdoc next year and @NYUSternEcon as an AP in 2026. In a happy twist of fate, this means @conlon_chris and I will be colleagues exactly 10 years after our first PyBLP commit:
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Jeff Gortmaker
@jeff_gortmaker
Apr 19, 2023
Hey #econtwitter, I'm excited to share a new WP with @conlon_chris about micro data (e.g. consumer surveys) in BLP estimation. Alongside it, we finally released PyBLP version 1.0! Paper: jeffgortmaker.com/files/micro.pdf Code: github.com/jeffgortmaker/… Docs: pyblp.readthedocs.io/en/stable/ 1/16
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Jeff Gortmaker
@jeff_gortmaker
Jun 7, 2022
Hey #econtwitter, @conlon_chris and I just released version 0.13.0 of PyBLP, our Python package for BLP-style differentiated products demand estimation. Code: github.com/jeffgortmaker/… Docs: pyblp.readthedocs.io/en/stable/ Paper: jeffgortmaker.com/files/pyblp.pdf What's new? 1/9
GitHub - jeffgortmaker/pyblp: BLP Demand Estimation with Python
From github.com
Jeff Gortmaker
@jeff_gortmaker
Nov 18, 2024
Hey #EconTwitter, I'm on the job market with a paper about open source software. OSS is a global public good, widely used and provided by the private sector, but the target of recent industrial policy. Paper: jeffgortmaker.com/files/Open_Sou… 1/
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Jeff Gortmaker
@jeff_gortmaker
Nov 29, 2024
Happy to share that this paper was just accepted @JEconometrics! It's my and @conlon_chris's 2nd paper tied to our PyBLP software, so here's a thread on surprising (to me) benefits of combining methods research with open source work. 1/6
Jeff Gortmaker
@jeff_gortmaker
Apr 19, 2023
Hey #econtwitter, I'm excited to share a new WP with @conlon_chris about micro data (e.g. consumer surveys) in BLP estimation. Alongside it, we finally released PyBLP version 1.0! Paper: jeffgortmaker.com/files/micro.pdf Code: github.com/jeffgortmaker/… Docs: pyblp.readthedocs.io/en/stable/ 1/16
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Jeff Gortmaker
@jeff_gortmaker
Jun 22, 2024
If you want to try out this approach in your own BLP estimation, PyBLP has pretty good support! Thanks to @_amackay for helping with getting it added. Adding covariance restrictions was fairly straightforward, with one sort of obscure technical challenge. 1/6
AEA Journals
@AEAjournals
Jun 21, 2024
Forthcoming in AEJ: Microeconomics: "Estimating Models of Supply and Demand: Instruments and Covariance Restrictions" by Alexander MacKay and Nathan H. Miller. aeaweb.org/articles?id=10…
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Jeff Gortmaker
@jeff_gortmaker
Aug 31, 2023
Updated version of our "micro BLP" paper! My earlier thread (x.com/jeff_gortmaker…) summarizes some of the key points.
NBER
@nberpubs
Aug 31, 2023
A framework for incorporating many types of micro data, from summary statistics to full surveys of selected consumers, into Berry, Levinsohn, and Pakes (1995)-style estimates of differentiated products demand systems, from @conlon_chris and @jeff_gortmaker nber.org/papers/w31605
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Jeff Gortmaker
@jeff_gortmaker
Feb 27, 2024
Replying to @MoharirAdvait and @paulgp
Not sure I want to guess how many hours I've spent trying to distill BLP, but this week's attempt is a 3x3 hour workshop!
GitHub - Mixtape-Sessions/Demand-Estimation: Demand Estimation taught by Jeff Gortmaker and Ariel...
From github.com
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Jeff Gortmaker
@jeff_gortmaker
Jan 27, 2023
Excited about this new package! To give a sense of the growing Python IO ecosystem, pyRVtest depends on PyBLP, which in turn depends on PyHDFE (github.com/jeffgortmaker/…), a package for high dimensional fixed effect absorption, also created by @anya_tarascina and me. 1/3
Lorenzo Magnolfi
@lore_magno
Jan 27, 2023
*Package Launch* One of my favorite trends in empirical IO is the increasing availability of portable code to estimate structural models – see PyBLP @conlon_chris @jeff_gortmaker, several packages by @jamesbrandecon. This is key to make IO tools accessible (also outside IO) [1/5]
GitHub - jeffgortmaker/pyhdfe: High dimensional fixed effect absorption with Python 3
From github.com
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Jeff Gortmaker
@jeff_gortmaker
Apr 19, 2023
Replying to @jeff_gortmaker
For even more, come see me, Paul Grieco, @conlon_chris, and @ChrisAdamsEcon talk about demand estimation at @IIOC_IO this Sunday! Paul's paper with @charliemurry @PinkseJoris @StephanSagl (personal.psu.edu/plg15/files/pr…) is a must-read for those interested in micro BLP. 15/16
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Jeff Gortmaker
@jeff_gortmaker
Jun 22, 2024
Replying to @jeff_gortmaker
Anyways, this experience helped reinforce my understanding that open-sourcing an estimator can have real collaborative benefits. PyBLP would be riddled with issues and inefficient code if it wasn't for all the users who've contributed their time to help improve it - thanks! 6/6
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Jeff Gortmaker
@jeff_gortmaker
Nov 18, 2024
Replying to @jeff_gortmaker
18/18 This has been a joy to write and present (not only because I get to use PyBLP screenshots to illustrate US-China collaboration). I'm excited to keep studying the tech sector from an IO perspective, and building econometric tools on the way. Links:
jeffgortmaker.com
Jeff Gortmaker
Jeff Gortmaker, postdoc at Princeton University, specializing in industrial organization.
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Jeff Gortmaker
@jeff_gortmaker
Nov 29, 2024
Replying to @jeff_gortmaker
7/6 Also: I'm on the job market! If you're interested in the economics of (industrial policy for) open source or want to see a (very simple) example of micro BLP in action, check out my job market paper:
Jeff Gortmaker
@jeff_gortmaker
Nov 18, 2024
Hey #EconTwitter, I'm on the job market with a paper about open source software. OSS is a global public good, widely used and provided by the private sector, but the target of recent industrial policy. Paper: jeffgortmaker.com/files/Open_Sou… 1/
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Jeff Gortmaker
@jeff_gortmaker
Apr 19, 2023
Replying to @jeff_gortmaker
For those looking to use micro moments with PyBLP, a good place to start is our tutorial estimating Petrin's (2002) model in < 100 lines of code. Let us know what you think! Tutorial: pyblp.readthedocs.io/en/stable/_not… Issue tracker: github.com/jeffgortmaker/… 16/16
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