Aviv Nevo's MATLAB code to estimate Random Coefficients Logit Model using the nested fixed point algorithm (it replicates the estimations in his Practitioner's Guide paper). These codes are for teaching purposes; they work well with Aviv's cereal data but you may want to check them for other applications. Other versions of Aviv's codes can be found in Bronwyn Hall's and Eric Rasmusen's web pages.
Jean-Pierre Dubé's MATLAB code for BLP’s GMM estimator of the Random Coefficients Logit Model using the MPEC algorithm.
Note: I do not own nor do I have permission to distribute or use any of these data. I have compiled this list for education purposes. I have used different sources: the Center of Study for Industrial Organization at Northwestern University, web pages from several IO economists, and publicly available links. Please contact the relevant owners to obtain their authorization before using the data.