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Estimation of dynamic programming models with censored decision variables

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  • Víctor Aguirregabiria

    (The University of Western Ontario)

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  • Víctor Aguirregabiria, 1997. "Estimation of dynamic programming models with censored decision variables," Investigaciones Economicas, Fundación SEPI, vol. 21(2), pages 167-208, May.
    • Handle: RePEc:iec:inveco:v:21:y:1997:i:2:p:167-208
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    References listed on IDEAS

    as
    1. L. Wade, 1988. "Review," Public Choice, Springer, vol. 58(1), pages 99-100, July.
    2. Zvi Eckstein & Kenneth I. Wolpin, 1989. "The Specification and Estimation of Dynamic Stochastic Discrete Choice Models: A Survey," Journal of Human Resources, University of Wisconsin Press, vol. 24(4), pages 562-598.
    3. Pindyck, Robert S, 1988. "Irreversible Investment, Capacity Choice, and the Value of the Firm," American Economic Review, American Economic Association, vol. 78(5), pages 969-985, December.
    Full references (including those not matched with items on IDEAS)

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    Cited by:

    1. Russell Cooper & John C. Haltiwanger & Jonathan L. Willis, 2010. "Euler-Equation Estimation for Discrete Choice Models: A Capital Accumulation Application," NBER Working Papers 15675, National Bureau of Economic Research, Inc.
    2. Sánchez Mangas, Rocío, 2001. "Estimation of a dynamic discrete choice model of irreversible investment," DES - Working Papers. Statistics and Econometrics. WS ws015628, Universidad Carlos III de Madrid. Departamento de Estadística.
    3. 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.
    4. Sánchez Mangas, Rocío, 2002. "Another look at the estimation of dynamic programming models with censored decision variables," DES - Working Papers. Statistics and Econometrics. WS ws022404, Universidad Carlos III de Madrid. Departamento de Estadística.
    5. Polder, Michael & Verick, Sher, 2004. "Dynamics of Labour and Capital Adjustment – A Comparison of Germany and the Netherlands," IZA Discussion Papers 1212, Institute of Labor Economics (IZA).
    6. Yaman, F., 2016. "Structural Estimation of Labor Adjustment Costs," Working Papers 15/22, Department of Economics, City University London.
    7. Rosa Papalia, 2003. "Generalized Maximum Entropy Estimation of Dynamic Programming Models with Sample Selection Bias," Computational Statistics, Springer, vol. 18(3), pages 463-475, September.
    8. Graciela Sanromán, 2002. "A Discrete Choice Analysis of the Household Shares of Risky Assets," Documentos de Trabajo (working papers) 0702, Department of Economics - dECON.

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