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Sequential Estimation of Dynamic Programming Models with Unobserved Heterogeneity

Author

Listed:
  • Kasahara, Hiroyuki
  • 笠原, 博幸
  • Shimotsu, Katsumi
  • 下津, 克己

Abstract

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Suggested Citation

  • Kasahara, Hiroyuki & 笠原, 博幸 & Shimotsu, Katsumi & 下津, 克己, 2011. "Sequential Estimation of Dynamic Programming Models with Unobserved Heterogeneity," Discussion Papers 2011-03, Graduate School of Economics, Hitotsubashi University.
    • Handle: RePEc:hit:econdp:2011-03
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    File URL: https://hermes-ir.lib.hit-u.ac.jp/hermes/ir/re/18960/070econDP11-03.pdf
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    References listed on IDEAS

    as
    1. Allan Collard-Wexler, 2006. "Demand Fluctuations and Plant Turnover in the Ready-Mix Concrete Industry," Working Papers 06-25, New York University, Leonard N. Stern School of Business, Department of Economics.
    2. Allan Collard-Wexler, 2006. "Plant Turnover and Demand Fluctuations in the Ready-Mix Concrete Industry," Working Papers 06-08, Center for Economic Studies, U.S. Census Bureau.
    Full references (including those not matched with items on IDEAS)

    Citations

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    Cited by:

    1. Shintaro Yamaguchi, 2015. "Effects of Parental Leave Policies on Female Career and Fertility Choices," Working Papers e096, Tokyo Center for Economic Research.
    2. Yamaguchi, Shintaro, 2016. "Effects of Parental Leave Policies on Female Career and Fertility Choices," CEI Working Paper Series 2016-8, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
    3. Giovanni Compiani & Yuichi Kitamura, 2016. "Using mixtures in econometric models: a brief review and some new results," Econometrics Journal, Royal Economic Society, vol. 19(3), pages 95-127, October.
    4. Shintaro Yamaguchi, 2016. "Effects of Parental Leave Policies on Female Career and Fertility Choices," Department of Economics Working Papers 2016-10, McMaster University.
    5. Alexander Karaivanov & Robert M. Townsend, 2014. "Dynamic Financial Constraints: Distinguishing Mechanism Design From Exogenously Incomplete Regimes," Econometrica, Econometric Society, vol. 82(3), pages 887-959, May.

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    More about this item

    Keywords

    dynamic discrete choice; value function mapping; nested pseudo; likelihood; unobserved; heterogeneity; equilibrium constraint;
    All these keywords.

    JEL classification:

    • C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
    • C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
    • C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques

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