Sequential Estimation of Dynamic Programming Models with Unobserved Heterogeneity
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- 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.
- 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.
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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
NEP fields
This paper has been announced in the following NEP Reports:- NEP-DCM-2011-04-02 (Discrete Choice Models)
- NEP-DGE-2011-04-02 (Dynamic General Equilibrium)
- NEP-ECM-2011-04-02 (Econometrics)
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