Pseudo-likelihood estimation and bootstrap inference for structural discrete Markov decision models
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Rust, John, 1987. "Optimal Replacement of GMC Bus Engines: An Empirical Model of Harold Zurcher," Econometrica, Econometric Society, vol. 55(5), pages 999-1033, September.
- Sumru Altuğ & Robert A. Miller, 1998. "The Effect of Work Experience on Female Wages and Labour Supply," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 65(1), pages 45-85.
- John Kennan & James R. Walker, 2011.
"The Effect of Expected Income on Individual Migration Decisions,"
Econometrica, Econometric Society, vol. 79(1), pages 211-251, January.
- John Kennan & James R. Walker, 2003. "The Effect of Expected Income on Individual Migration Decisions," NBER Working Papers 9585, National Bureau of Economic Research, Inc.
- Kennan,J. & Walker,J.R., 2003. "The effect of expected income on individual migration decisions," Working papers 7, Wisconsin Madison - Social Systems.
- Andrews, Donald W.K., 2002.
"EQUIVALENCE OF THE HIGHER ORDER ASYMPTOTIC EFFICIENCY OF k-STEP AND EXTREMUM STATISTICS,"
Econometric Theory, Cambridge University Press, vol. 18(5), pages 1040-1085, October.
- Donald W.K. Andrews, 2000. "Equivalence of the Higher-order Asymptotic Efficiency of k-step and Extremum Statistics," Cowles Foundation Discussion Papers 1269, Cowles Foundation for Research in Economics, Yale University.
- Hiroyuki Kasahara & Katsumi Shimotsu, 2006.
"Nonparametric Identification And Estimation Of Finite Mixture Models Of Dynamic Discrete Choices,"
Working Paper
1092, Economics Department, Queen's University.
- Hiroyuki Kasahara & Katsumi Shimotsu, 2006. "Nonparametric Identification and Estimation of Finite Mixture Models of Dynamic Discrete Choices," University of Western Ontario, Departmental Research Report Series 20065, University of Western Ontario, Department of Economics.
- Patrick Bajari & C. Lanier Benkard & Jonathan Levin, 2007.
"Estimating Dynamic Models of Imperfect Competition,"
Econometrica, Econometric Society, vol. 75(5), pages 1331-1370, September.
- J. Levin & P. Bajari, 2004. "Estimating Dynamic Models of Imperfect Competition," 2004 Meeting Papers 579, Society for Economic Dynamics.
- Jonathan Levin (Stanford University) & Pat Bajari & Lanier Benkard, 2004. "Estimating Dynamic Models of Imperfect Competition," Econometric Society 2004 North American Winter Meetings 627, Econometric Society.
- Bajari, Patrick & Benkard, C. Lanier & Levin, Jonathan, 2007. "Estimating Dynamic Models of Imperfect Competition," Research Papers 1852r1, Stanford University, Graduate School of Business.
- Patrick Bajari & C. Lanier Benkard & Jonathan Levin, 2004. "Estimating Dynamic Models of Imperfect Competition," NBER Working Papers 10450, National Bureau of Economic Research, Inc.
- Victor Aguirregabiria & Pedro Mira, 2002.
"Swapping the Nested Fixed Point Algorithm: A Class of Estimators for Discrete Markov Decision Models,"
Econometrica, Econometric Society, vol. 70(4), pages 1519-1543, July.
- Victor Aguirregabiria & Pedro Mira, 1999. "Swapping the Nested Fixed-Point Algorithm: a Class of Estimators for Discrete Markov Decision Models," Computing in Economics and Finance 1999 332, Society for Computational Economics.
- Víctor Aguirregabiria & Pedro Mira, 1999. "Swapping the Nested Fixed Point Algorithm: A Class of Estimators for Discrete Markov Decision Models," Working Papers wp1999_9904, CEMFI.
- Victor Aguirregabiria, 1999. "The Dynamics of Markups and Inventories in Retailing Firms," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 66(2), pages 275-308.
- V. Joseph Hotz & Robert A. Miller, 1993.
"Conditional Choice Probabilities and the Estimation of Dynamic Models,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 60(3), pages 497-529.
- Hotz, V.J. & Miller, R.A., 1991. "Conditional Choice Probabilities and the Estimation of Dynamic Models," GSIA Working Papers 1992-12, Carnegie Mellon University, Tepper School of Business.
- V. Joseph Hotz & Robert A. Miller, 1992. "Conditional Choice Probabilities and the Estimation of Dynamic Models," Working Papers 9202, Harris School of Public Policy Studies, University of Chicago.
- Ichimura, Hidehiko & Lee, Sokbae, 2010.
"Characterization of the asymptotic distribution of semiparametric M-estimators,"
Journal of Econometrics, Elsevier, vol. 159(2), pages 252-266, December.
- Hidehiko Ichimura & Sokbae (Simon) Lee, 2006. "Characterization of the asymptotic distribution of semiparametric M-estimators," CeMMAP working papers CWP15/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Hidehiko Ichimura & Sokbae Lee, 2006. "Characterization of the Asymptotic Distribution of Semiparametric M-Estimators," CIRJE F-Series CIRJE-F-426, CIRJE, Faculty of Economics, University of Tokyo.
- Hidehiko Ichimura & Sokbae Lee, 2010. "Characterization of the asymptotic distribution of semiparametric M-estimators," Post-Print hal-00741628, HAL.
- Gonul, Fusun F., 1998. "Estimating price expectations in the OTC medicine market: An application of dynamic stochastic discrete choice models to scanner panel data," Journal of Econometrics, Elsevier, vol. 89(1-2), pages 41-56, November.
- Andrews,Donald W. K. & Stock,James H. (ed.), 2005. "Identification and Inference for Econometric Models," Cambridge Books, Cambridge University Press, number 9780521844413, September.
- Miller, Robert A. & Sanders, Seth G., 1997. "Human capital development and welfare participation," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 46(1), pages 1-43, June.
- Peter Arcidiacono, 2005. "Affirmative Action in Higher Education: How Do Admission and Financial Aid Rules Affect Future Earnings?," Econometrica, Econometric Society, vol. 73(5), pages 1477-1524, September.
- Paola Rota, 2004. "Estimating Labor Demand with Fixed Costs," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 45(1), pages 25-48, February.
- Donald W. K. Andrews, 2002.
"Higher-Order Improvements of a Computationally Attractive "k"-Step Bootstrap for Extremum Estimators,"
Econometrica, Econometric Society, vol. 70(1), pages 119-162, January.
- Donald W.K. Andrews, 1999. "Higher-Order Improvements of a Computationally Attractive-Step Bootstrap for Extremum Estimators," Cowles Foundation Discussion Papers 1230, Cowles Foundation for Research in Economics, Yale University.
- Donald W.K. Andrews, 1999. "Higher-Order Improvements of a Computationally Attractive-Step Bootstrap for Extremum Estimators," Cowles Foundation Discussion Papers 1230R, Cowles Foundation for Research in Economics, Yale University, revised Jan 2001.
- John Rust & Christopher Phelan, 1997.
"How Social Security and Medicare Affect Retirement Behavior in a World of Incomplete Markets,"
Econometrica, Econometric Society, vol. 65(4), pages 781-832, July.
- Rust, J., 1994. "How Social Security and Medicare Affect Retirement Behavior in a World of Incomplete Markets," Working papers 9430, Wisconsin Madison - Social Systems.
- John Rust & Christopher Phelan, 1994. "How Social Security and Medicare Affect Retirement Behavior in a World of Incomplete Markets," Public Economics 9406005, University Library of Munich, Germany, revised 20 Oct 1996.
- Namkee Ahn, 1995. "Measuring the Value of Children by Sex and Age Using a Dynamic Programming Model," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 62(3), pages 361-379.
- Robinson, Peter M, 1988. "The Stochastic Difference between Econometric Statistics," Econometrica, Econometric Society, vol. 56(3), pages 531-548, May.
- Miller, Robert A, 1984. "Job Matching and Occupational Choice," Journal of Political Economy, University of Chicago Press, vol. 92(6), pages 1086-1120, December.
- Kasahara, Hiroyuki & Lapham, Beverly, 2013.
"Productivity and the decision to import and export: Theory and evidence,"
Journal of International Economics, Elsevier, vol. 89(2), pages 297-316.
- Hiroyuki Kasahara & Beverly Lapham, 2008. "Productivity and the Decision to Import and Export: Theory and Evidence," CESifo Working Paper Series 2240, CESifo.
- Arcidiacono, Peter, 2004.
"Ability sorting and the returns to college major,"
Journal of Econometrics, Elsevier, vol. 121(1-2), pages 343-375.
- Arcidiacono, Peter, 2002. "Ability Sorting and the Returns to College Major," Working Papers 02-26, Duke University, Department of Economics.
- Pakes, Ariel S, 1986.
"Patents as Options: Some Estimates of the Value of Holding European Patent Stocks,"
Econometrica, Econometric Society, vol. 54(4), pages 755-784, July.
- Ariel Pakes, 1984. "Patents as Options: Some Estimates of the Value of Holding European Patent Stocks," NBER Working Papers 1340, National Bureau of Economic Research, Inc.
- Davidson, Russell & MacKinnon, James G., 1999.
"The Size Distortion Of Bootstrap Tests,"
Econometric Theory, Cambridge University Press, vol. 15(3), pages 361-376, June.
- Davidson, Russell & MacKinnon, James G., 1996. "The Size Distortion of Bootstrap Tests," Queen's Institute for Economic Research Discussion Papers 273347, Queen's University - Department of Economics.
- Davidson, R. & Mackinnon, J.G., 1996. "The Size Distorsion of Bootstrap Tests," G.R.E.Q.A.M. 96a15, Universite Aix-Marseille III.
- Ariel Pakes & Michael Ostrovsky & Steven Berry, 2007.
"Simple estimators for the parameters of discrete dynamic games (with entry/exit examples),"
RAND Journal of Economics, RAND Corporation, vol. 38(2), pages 373-399, June.
- Ariel Pakes & Michael Ostrovsky & Steve Berry, 2004. "Simple Estimators for the Parameters of Discrete Dynamic Games (with Entry/Exit Samples)," NBER Working Papers 10506, National Bureau of Economic Research, Inc.
- Ariel Pakes & Michael Ostrovsky & Steve Berry, 2004. "Simple Estimators for the Parameters of Discrete Dynamic Games (with Entry/Exit Examples)," Harvard Institute of Economic Research Working Papers 2036, Harvard - Institute of Economic Research.
- Arjan Heyma, 2004. "A structural dynamic analysis of retirement behaviour in the Netherlands," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(6), pages 739-759.
- John Haltiwanger & Russell Cooper & Laura Power, 1999.
"Machine Replacement and the Business Cycle: Lumps and Bumps,"
American Economic Review, American Economic Association, vol. 89(4), pages 921-946, September.
- Russell Cooper & John Haltiwanger & Laura Power, 1995. "Machine Replacement and the Business Cycle: Lumps and Bumps," Papers 0062, Boston University - Industry Studies Programme.
- Russell Cooper & John Haltiwanger & Laura Power, 1995. "Machine Replacement and the Business Cycle: Lumps and Bumps," NBER Working Papers 5260, National Bureau of Economic Research, Inc.
- Margaret E. Slade & G.R.E.Q.A.M., 1998. "Optimal Pricing with Costly Adjustment: Evidence from Retail-Grocery Prices," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 65(1), pages 87-107.
- Gotz, Glenn A. & McCall, John J., 1980. "Estimation in sequential decisionmaking models : A methodological note," Economics Letters, Elsevier, vol. 6(2), pages 131-136.
- Davidson, Russell & MacKinnon, James G, 1999.
"Bootstrap Testing in Nonlinear Models,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 40(2), pages 487-508, May.
- Davidson, R. & Mackinnon, J.G., 1997. "Bootstrap Testing in Nonlinear Models," G.R.E.Q.A.M. 97a39, Universite Aix-Marseille III.
- Davidson, Russell & MacKinnon, James G., 1997. "Bootstrap Testing in Nonlinear Models," Queen's Institute for Economic Research Discussion Papers 273378, Queen's University - Department of Economics.
- Rothwell, Geoffrey & Rust, John, 1997.
"On the Optimal Lifetime of Nuclear Power Plants,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 15(2), pages 195-208, April.
- John Rust & Geoffrey Rothwell, 1995. "On the Optimal Lifetime of Nuclear Power Plants," Industrial Organization 9512002, University Library of Munich, Germany, revised 19 Jan 1996.
- Keane, Michael P & Wolpin, Kenneth I, 1997.
"The Career Decisions of Young Men,"
Journal of Political Economy, University of Chicago Press, vol. 105(3), pages 473-522, June.
- Michael P. Keane & Kenneth I. Wolpin, 1995. "The career decisions of young men," Working Papers 559, Federal Reserve Bank of Minneapolis.
- Susumu Imai & Neelam Jain & Andrew Ching, 2009.
"Bayesian Estimation of Dynamic Discrete Choice Models,"
Econometrica, Econometric Society, vol. 77(6), pages 1865-1899, November.
- Susumu Imai & Neelam Jain, 2005. "Bayesian Estimation of Dynamic Discrete Choice Models," 2005 Meeting Papers 432, Society for Economic Dynamics.
- Andrew Ching & Susumu Imai & Neelam Jain, 2006. "Bayesian Estimation Of Dynamic Discrete Choice Models," Working Paper 1118, Economics Department, Queen's University.
- Donna B. Gilleskie, 1998. "A Dynamic Stochastic Model of Medical Care Use and Work Absence," Econometrica, Econometric Society, vol. 66(1), pages 1-46, January.
- Wolpin, Kenneth I, 1984. "An Estimable Dynamic Stochastic Model of Fertility and Child Mortality," Journal of Political Economy, University of Chicago Press, vol. 92(5), pages 852-874, October.
- Patrick Bajari & Han Hong, 2006. "Semiparametric Estimation of a Dynamic Game of Incomplete Information," NBER Technical Working Papers 0320, National Bureau of Economic Research, Inc.
- Sanghamitra Das, 1992. "A Micro-Econometric Model of Capital Utilization and Retirement: The Case of the U.S. Cement Industry," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 59(2), pages 277-297.
- Susumu Imai & Michael P. Keane, 2004. "Intertemporal Labor Supply and Human Capital Accumulation," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 45(2), pages 601-641, May.
- Victor Aguirregabiria & Pedro Mira, 2007.
"Sequential Estimation of Dynamic Discrete Games,"
Econometrica, Econometric Society, vol. 75(1), pages 1-53, January.
- Victor Aguirregabiria & Pedro Mira, 2004. "Sequential Estimation of Dynamic Discrete Games," Industrial Organization 0406006, University Library of Munich, Germany.
- Víctor Aguirregabiria & Pedro Mira, 2004. "Sequential Estimation of Dynamic Discrete Games," Working Papers wp2004_0413, CEMFI.
- Kennet, D Mark, 1994. "A Structural Model of Aircraft Engine Maintenance," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 9(4), pages 351-368, Oct.-Dec..
- Martin Pesendorfer & Philipp Schmidt-Dengler, 2008. "Asymptotic Least Squares Estimators for Dynamic Games -super-1," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 75(3), pages 901-928.
- Zvi Eckstein & Kenneth I. Wolpin, 1999. "Why Youths Drop Out of High School: The Impact of Preferences, Opportunities, and Abilities," Econometrica, Econometric Society, vol. 67(6), pages 1295-1340, November.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Srisuma, Sorawoot & Linton, Oliver, 2012.
"Semiparametric estimation of Markov decision processes with continuous state space,"
Journal of Econometrics, Elsevier, vol. 166(2), pages 320-341.
- Oliver Linton & Sorawoot Srisuma, 2010. "Semiparametric Estimation of Markov Decision Processeswith Continuous State Space," STICERD - Econometrics Paper Series 550, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Linton, Oliver & Srisuma, Sorawoot, 2010. "Semiparametric estimation of Markov decision processeswith continuous state space," LSE Research Online Documents on Economics 58187, London School of Economics and Political Science, LSE Library.
- Victor Aguirregabiria & Victor Aguirregabiria & Aviv Nevo & Aviv Nevo, 2010.
"Recent Developments in Empirical IO: Dynamic Demand and Dynamic Games,"
Working Papers
tecipa-419, University of Toronto, Department of Economics.
- Aguirregabiria, Victor & Nevo, Aviv, 2010. "Recent developments in empirical IO: dynamic demand and dynamic games," MPRA Paper 27814, University Library of Munich, Germany.
- Karun Adusumilli & Dita Eckardt, 2019. "Temporal-Difference estimation of dynamic discrete choice models," Papers 1912.09509, arXiv.org, revised Dec 2022.
- Hiroyuki Kasahara & Katsumi Shimotsu, 2012.
"Sequential Estimation of Structural Models With a Fixed Point Constraint,"
Econometrica, Econometric Society, vol. 80(5), pages 2303-2319, September.
- Hiroyuki Kasahara & Katsumi Shimotsu, 2008. "Sequential Estimation of Structural Models with a Fixed Point Constraint," CESifo Working Paper Series 2507, CESifo.
- Kasahara, Hiroyuki & 笠原, 博幸 & Shimotsu, Katsumi & 下津, 克己, 2009. "Sequential Estimation of Structural Models with a Fixed Point Constraint," Discussion Papers 2009-18, Graduate School of Economics, Hitotsubashi University.
- Hiroyuki Kasahara & Katsumi Shimotsu, 2008. "Sequential Estimation Of Structural Models With A Fixed Point Constraint," Working Paper 1192, Economics Department, Queen's University.
- Victor Aguirregabiria & Arvind Magesan, 2013.
"Euler Equations for the Estimation of Dynamic Discrete Choice Structural Models,"
Advances in Econometrics, in: Structural Econometric Models, volume 31, pages 3-44,
Emerald Group Publishing Limited.
- Victor Aguirregabiria & Arvind Magesan, 2013. "Euler Equations for the Estimation of Dynamic Discrete Choice Structural Models," Working Papers tecipa-489, University of Toronto, Department of Economics.
- Marmer, Vadim & Otsu, Taisuke, 2012.
"Optimal comparison of misspecified moment restriction models under a chosen measure of fit,"
Journal of Econometrics, Elsevier, vol. 170(2), pages 538-550.
- Marmer, Vadim & Otsu, Taisuke, 2008. "Optimal Comparison of Misspecified Moment Restriction Models under a Chosen Measure of Fit," Microeconomics.ca working papers vadim_marmer-2008-13, Vancouver School of Economics, revised 25 Jul 2011.
- Vadim Marmer & Taisuke Otsu, 2009. "Optimal Comparison of Misspecified Moment Restriction Models under a Chosen Measure of Fit," Cowles Foundation Discussion Papers 1724, Cowles Foundation for Research in Economics, Yale University, revised Jul 2011.
- Federico A Bugni & Jackson Bunting, 2021.
"On the Iterated Estimation of Dynamic Discrete Choice Games [Pseudo maximum likelihood estimation of structural models involving fixed-point problems],"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 88(3), pages 1031-1073.
- Federico A. Bugni & Jackson Bunting, 2018. "On the iterated estimation of dynamic discrete choice games," Papers 1802.06665, arXiv.org, revised May 2020.
- Federico A. Bugni & Jackson Bunting, 2018. "On the iterated estimation of dynamic discrete choice games," CeMMAP working papers CWP13/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Adam Dearing & Jason R. Blevins, 2019. "Efficient and Convergent Sequential Pseudo-Likelihood Estimation of Dynamic Discrete Games," Papers 1912.10488, arXiv.org, revised Apr 2024.
- Hiroyuki Kasahara & Katsumi Shimotsu, 2018.
"Estimation of Discrete Choice Dynamic Programming Models,"
The Japanese Economic Review, Springer, vol. 69(1), pages 28-58, March.
- Hiroyuki Kasahara & Katsumi Shimotsu, 2018. "Estimation of Discrete Choice Dynamic Programming Models," The Japanese Economic Review, Japanese Economic Association, vol. 69(1), pages 28-58, March.
- Aguirregabiria, Victor & Magesan, Arvind, 2013. "Euler Equations for the Estimation of Dynamic Discrete Choice Structural," MPRA Paper 46056, University Library of Munich, Germany.
- Murasawa, Yasutomo, 2023. "大学中退の逐次意思決定モデルの構造推定 [Structural estimation of a sequential decision model of college dropout]," MPRA Paper 118183, University Library of Munich, Germany.
- Aguirregabiria, Victor & Ho, Chun-Yu, 2012.
"A dynamic oligopoly game of the US airline industry: Estimation and policy experiments,"
Journal of Econometrics, Elsevier, vol. 168(1), pages 156-173.
- Victor Aguirregabiria & Chun-Yu Ho, 2008. "A Dynamic Oligopoly Game of the US Airline Industry: Estimation and Policy Experiments," Working Papers tecipa-337, University of Toronto, Department of Economics.
- Aguirregabiria, Victor & Ho, Chun-Yu, 2009. "A Dynamic Oligopoly Game of the US Airline Industry: Estimation and Policy Experiments," MPRA Paper 16739, University Library of Munich, Germany.
- An, Yonghong & Hu, Yingyao & Xiao, Ruli, 2021.
"Dynamic decisions under subjective expectations: A structural analysis,"
Journal of Econometrics, Elsevier, vol. 222(1), pages 645-675.
- Yonghong An & Yingyao Hu & Ruli Xiao, 2018. "Dynamic Decisions under Subjective Expectations: A Structural Analysis," CAEPR Working Papers 2018-001, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Yonghong An & Yingyao Hu & Ruli Xiao, 2018. "Dynamic decisions under subjective expectations: a structural analysis," CeMMAP working papers CWP11/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Komarova, Tatiana & Sanches, Fábio Adriano & Silva Junior, Daniel & Srisuma, Sorawoot, 2018. "Joint analysis of the discount factor and payoff parameters in dynamic discrete choice games," LSE Research Online Documents on Economics 86858, London School of Economics and Political Science, LSE Library.
- Hidehiko Ichimura, 2018.
"Announcement,"
The Japanese Economic Review, Springer, vol. 69(1), pages 26-27, March.
- Hidehiko Ichimura, 2018. "Announcement," The Japanese Economic Review, Japanese Economic Association, vol. 69(1), pages 26-27, March.
- Yu Zheng & Juan Pantano, 2012. "Using Subjective Expectations Data to Allow for Unobserved Heterogeneity in Hotz-Miller Estimation Strategies," 2012 Meeting Papers 940, Society for Economic Dynamics.
- Gupta, Abhimanyu, 2023.
"Efficient closed-form estimation of large spatial autoregressions,"
Journal of Econometrics, Elsevier, vol. 232(1), pages 148-167.
- Abhimanyu Gupta, 2020. "Efficient closed-form estimation of large spatial autoregressions," Papers 2008.12395, arXiv.org, revised May 2021.
- Aguirregabiria, Victor, 2009. "Estimation of Dynamic Discrete Games Using the Nested Pseudo Likelihood Algorithm: Code and Application," MPRA Paper 17329, University Library of Munich, Germany.
- Fabio A. Miessi Sanches & Daniel Silva Junior, Sorawoot Srisuma, 2014. "Ordinary Least Squares Estimation for a Dynamic Game," Working Papers, Department of Economics 2014_19, University of São Paulo (FEA-USP), revised 23 Feb 2015.
- Peter Arcidiacono & Robert A. Miller, 2011. "Conditional Choice Probability Estimation of Dynamic Discrete Choice Models With Unobserved Heterogeneity," Econometrica, Econometric Society, vol. 79(6), pages 1823-1867, November.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Aguirregabiria, Victor & Mira, Pedro, 2010.
"Dynamic discrete choice structural models: A survey,"
Journal of Econometrics, Elsevier, vol. 156(1), pages 38-67, May.
- Víctor Aguirregabiria & Pedro Mira, 2007. "Dynamic Discrete Choice Structural Models: A Survey," Working Papers wp2007_0711, CEMFI.
- Victor Aguirregabiria & Pedro mira, 2007. "Dynamic Discrete Choice Structural Models: A Survey," Working Papers tecipa-297, University of Toronto, Department of Economics.
- Hiroyuki Kasahara & Katsumi Shimotsu, 2006.
"Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models,"
University of Western Ontario, Departmental Research Report Series
20064, University of Western Ontario, Department of Economics.
- Hiroyuki Kasahara & Katsumi Shimotsu, 2006. "Nested Pseudo-likelihood Estimation And Bootstrap-based Inference For Structural Discrete Markov Decision Models," Working Paper 1063, Economics Department, Queen's University.
- Peter Arcidiacono & Robert A. Miller, 2011. "Conditional Choice Probability Estimation of Dynamic Discrete Choice Models With Unobserved Heterogeneity," Econometrica, Econometric Society, vol. 79(6), pages 1823-1867, November.
- Hiroyuki Kasahara & Katsumi Shimotsu, 2018.
"Estimation of Discrete Choice Dynamic Programming Models,"
The Japanese Economic Review, Japanese Economic Association, vol. 69(1), pages 28-58, March.
- Hiroyuki Kasahara & Katsumi Shimotsu, 2018. "Estimation of Discrete Choice Dynamic Programming Models," The Japanese Economic Review, Springer, vol. 69(1), pages 28-58, March.
- Victor Aguirregabiria, 2006.
"Another Look at the Identification of Dynamic Discrete Decision Processes: With an Application to Retirement Behavior,"
2006 Meeting Papers
169, Society for Economic Dynamics.
- Victor Aguirregabiria, 2007. "Another Look at the Identification of Dynamic Discrete Decision Processes: With an Application to Retirement Behavior," Working Papers tecipa-282, University of Toronto, Department of Economics.
- Peter Arcidiacono & Paul B. Ellickson, 2011. "Practical Methods for Estimation of Dynamic Discrete Choice Models," Annual Review of Economics, Annual Reviews, vol. 3(1), pages 363-394, September.
- Victor Aguirregabiria & Margaret Slade, 2017.
"Empirical models of firms and industries,"
Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 50(5), pages 1445-1488, December.
- Victor Aguirregabiria & Margaret Slade, 2017. "Empirical models of firms and industries," Canadian Journal of Economics, Canadian Economics Association, vol. 50(5), pages 1445-1488, December.
- Aguirregabiria, Victor & Slade, Margaret, 2017. "Empirical Models of Firms and Industries," CEPR Discussion Papers 12074, C.E.P.R. Discussion Papers.
- Aguirregabiria, Victor & Slade, Margaret E., 2017. "Empirical Models of Firms and Industries," Microeconomics.ca working papers margaret_e._slade-2017-4, Vancouver School of Economics, revised 27 Apr 2017.
- Victor Aguirregabiria & Margaret Slade, 2017. "Empirical Models of Firms and Industries," Working Papers tecipa-580, University of Toronto, Department of Economics.
- Le-Yu Chen, 2009. "Identification of structural dynamic discrete choice models," CeMMAP working papers CWP08/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Sebastian Galiani & Juan Pantano, 2021. "Structural Models: Inception and Frontier," NBER Working Papers 28698, National Bureau of Economic Research, Inc.
- Arcidiacono, Peter & Miller, Robert A., 2020. "Identifying dynamic discrete choice models off short panels," Journal of Econometrics, Elsevier, vol. 215(2), pages 473-485.
- Peter Arcidiacono, Holger Sieg, Frank Sloan, 2001. "Living Rationally Under the Volcano? Heavy Drinking and Smoking Among the Elderly," Computing in Economics and Finance 2001 207, Society for Computational Economics.
- Keane, Michael P. & Todd, Petra E. & Wolpin, Kenneth I., 2011. "The Structural Estimation of Behavioral Models: Discrete Choice Dynamic Programming Methods and Applications," Handbook of Labor Economics, in: O. Ashenfelter & D. Card (ed.), Handbook of Labor Economics, edition 1, volume 4, chapter 4, pages 331-461, Elsevier.
- Victor Aguirregabiria, 2005. "Another Look at the Identification of Dynamic Discrete Decision Processes," Econometrics 0504006, University Library of Munich, Germany.
- Hanming Fang & Yang Wang, 2015.
"Estimating Dynamic Discrete Choice Models With Hyperbolic Discounting, With An Application To Mammography Decisions,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 56(2), pages 565-596, May.
- Hanming Fang & Yang Wang, 2010. "Estimating Dynamic Discrete Choice Models with Hyperbolic Discounting, with an Application to Mammography Decisions," PIER Working Paper Archive 10-033, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Hanming Fang & Yang Wang, 2010. "Estimating Dynamic Discrete Choice Models with Hyperbolic Discounting, with an Application to Mammography Decisions," NBER Working Papers 16438, National Bureau of Economic Research, Inc.
- Kalouptsidi, Myrto & Scott, Paul & Souza-Rodrigues, Edouardo, 2015.
"Identification of Counterfactuals and Payoffs in Dynamic Discrete Choice with an Application to Land Use,"
TSE Working Papers
15-596, Toulouse School of Economics (TSE).
- Myrto Kalouptsidi & Paul T. Scott & Eduardo Souza-Rodrigues, 2015. "Identification of Counterfactuals and Payoffs in Dynamic Discrete Choice with an Application to Land Use," Working Papers tecipa-546, University of Toronto, Department of Economics.
- Myrto Kalouptsidi & Paul T. Scott & Eduardo Souza-Rodrigues, 2015. "Identification of Counterfactuals in Dynamic Discrete Choice Models," NBER Working Papers 21527, National Bureau of Economic Research, Inc.
- Hu Yingyao & Shum Matthew & Tan Wei & Xiao Ruli, 2017.
"A Simple Estimator for Dynamic Models with Serially Correlated Unobservables,"
Journal of Econometric Methods, De Gruyter, vol. 6(1), pages 1-16, January.
- Yingyao Hu & Matthew Shum & Wei Tan, 2010. "A Simple Estimator for Dynamic Models with Serially Correlated Unobservables," Economics Working Paper Archive 558, The Johns Hopkins University,Department of Economics.
- Yingyao Hu & Matthew Shum & Matthew Shum & Ruli Xiao, 2015. "A Simple Estimator for Dynamic Models with Serially Correlated Unobservables," CAEPR Working Papers 2015-017, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Hu, Yingyao & Shum, Matthew, 2012.
"Nonparametric identification of dynamic models with unobserved state variables,"
Journal of Econometrics, Elsevier, vol. 171(1), pages 32-44.
- Yingyao Hu & Matthew Shum, 2008. "Nonparametric identification of dynamic models with unobserved state variables," CeMMAP working papers CWP13/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Yingyao Hu & Matthew Shum, 2008. "Nonparametric Identification of Dynamic Models with Unobserved State Variables," Economics Working Paper Archive 543, The Johns Hopkins University,Department of Economics.
- Peter Arcidiacono & Holger Sieg & Frank Sloan, 2007.
"Living Rationally Under The Volcano? An Empirical Analysis Of Heavy Drinking And Smoking,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 48(1), pages 37-65, February.
- Peter Arcidiacono & Holger Sieg & Frank Sloan, "undated". "Living Rationally Under the Volcano? An Empirical Analysis of Heavy Drinking and Smoking," GSIA Working Papers 2003-02, Carnegie Mellon University, Tepper School of Business.
- Peter Arcidiacono & Holger Sieg & Frank Sloan, 2001. "Living Rationally Under the Volcano? An Empirical Analysis of Heavy Drinking and Smoking," NBER Working Papers 8602, National Bureau of Economic Research, Inc.
- Arcidiacono, Peter & Sieg, Holger & Sloan, Frank, 2002. "Living Rationally Under the Volcano? An Empirical Analysis of Heavy Drinking and Smoking," Working Papers 02-30, Duke University, Department of Economics.
- Hiroyuki Kasahara & Katsumi Shimotsu, 2012.
"Sequential Estimation of Structural Models With a Fixed Point Constraint,"
Econometrica, Econometric Society, vol. 80(5), pages 2303-2319, September.
- Hiroyuki Kasahara & Katsumi Shimotsu, 2008. "Sequential Estimation Of Structural Models With A Fixed Point Constraint," Working Paper 1192, Economics Department, Queen's University.
- Hiroyuki Kasahara & Katsumi Shimotsu, 2008. "Sequential Estimation of Structural Models with a Fixed Point Constraint," CESifo Working Paper Series 2507, CESifo.
- Kasahara, Hiroyuki & 笠原, 博幸 & Shimotsu, Katsumi & 下津, 克己, 2009. "Sequential Estimation of Structural Models with a Fixed Point Constraint," Discussion Papers 2009-18, Graduate School of Economics, Hitotsubashi University.
More about this item
Keywords
Edgeworth expansion Finite mixture k-step bootstrap Maximum pseudo-likelihood estimators Nested fixed point algorithm Newton-Raphson method Policy iteration;Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:econom:v:146:y:2008:i:1:p:92-106. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/jeconom .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.