Estimating Discrete-Continuous Choice Models: The Endogenous Grid Method with Taste Shocks
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- Shoumitro Chatterjee & Tom S. Vogl, 2016. "Growth and Childbearing in the Short- and Long-Run," Working Papers sc_tv_growth_fertility.pd, Princeton University, Woodrow Wilson School of Public and International Affairs, Research Program in Development Studies..
- Tom Vogl & Shoumitro Chatterjee, 2016. "Growth and Childbearing in the Short-and Long-Run," Working Papers 2016-12, Princeton University, Woodrow Wilson School of Public and International Affairs, Center for Health and Wellbeing..
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- Richard Blundell & Monica Costa Dias & Costas Meghir & Jonathan M. Shaw, 2013. "Female Labour Supply, Human Capital and Welfare Reform," NBER Working Papers 19007, National Bureau of Economic Research, Inc.
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- Richard Blundell & Monica Costa Dias & Costas Meghir & Jonathan Shaw, 2013. "Female Labour Supply, Human Capital and Welfare Reform," STICERD - Public Economics Programme Discussion Papers 21, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Blundell, Richard & Meghir, Costas & Shaw, Jonathan & Costa Dias, Monica, 2013. "Female labour supply, human capital and welfare reform," LSE Research Online Documents on Economics 58076, London School of Economics and Political Science, LSE Library.
- Richard Blundell & Monica Costa Dias & Costas Meghir & Jonathan Shaw, 2013. "Female Labor Supply, Human Capital and Welfare Reform," Cowles Foundation Discussion Papers 1892, Cowles Foundation for Research in Economics, Yale University.
- Richard Blundell & Monica Costa Dias & Costas Meghir & Jonathan Shaw, 2013. "Female Labor Supply, Human Capital and Welfare Reform," Cowles Foundation Discussion Papers 1892R, Cowles Foundation for Research in Economics, Yale University, revised Apr 2015.
- Richard Blundell & Monica Costa Dias & Costas Meghir & Jonathan Shaw, 2016. "Female labour supply, human capital and welfare reform," IFS Working Papers W16/03, Institute for Fiscal Studies.
- Richard Blundell & Monica Costa Dias & Costas Meghir & Jonathan Shaw, 2013. "Female Labor Supply, Human Capital and Welfare Reform," Cowles Foundation Discussion Papers 1892R2, Cowles Foundation for Research in Economics, Yale University, revised Mar 2016.
- Iskhakov, Fedor, 2015. "Multidimensional endogenous gridpoint method: Solving triangular dynamic stochastic optimization problems without root-finding operations," Economics Letters, Elsevier, vol. 135(C), pages 72-76.
- Alexander Ludwig & Matthias Schön, 2018.
"Endogenous Grids in Higher Dimensions: Delaunay Interpolation and Hybrid Methods,"
Computational Economics, Springer;Society for Computational Economics, vol. 51(3), pages 463-492, March.
- Alexander Ludwig & Matthias Schцn, 2013. "Endogenous Grids in Higher Dimensions: Delaunay Interpolation and Hybrid Methods," Working Paper Series in Economics 65, University of Cologne, Department of Economics, revised 11 Jun 2014.
- Ludwig, Alexander & Schön, Matthias, 2014. "Endogenous Grids in Higher Dimensions: Delaunay Interpolation and Hybrid Methods," MEA discussion paper series 201309, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
- Ludwig, Alexander & Schön, Matthias, 2016. "Endogenous grids in higher dimensions: Delaunay interpolation and hybrid methods," SAFE Working Paper Series 72, Leibniz Institute for Financial Research SAFE, revised 2016.
- Druedahl, Jeppe & Jørgensen, Thomas Høgholm, 2017.
"A general endogenous grid method for multi-dimensional models with non-convexities and constraints,"
Journal of Economic Dynamics and Control, Elsevier, vol. 74(C), pages 87-107.
- Jeppe Druedahl & Thomas Høgholm Jørgensen, 2016. "A General Endogenous Grid Method for Multi-Dimensional Models with Non-Convexities and Constraints," Discussion Papers 16-09, University of Copenhagen. Department of Economics.
- Jeppe Druedahl & Alessandro Martinello, 2022.
"Long-Run Saving Dynamics: Evidence from Unexpected Inheritances,"
The Review of Economics and Statistics, MIT Press, vol. 104(5), pages 1079-1095, December.
- Druedahl, Jeppe & Martinello, Alessandro, 2016. "Long-Run Saving Dynamics: Evidence from Unexpected Inheritances," Working Papers 2016:7, Lund University, Department of Economics, revised 08 May 2018.
- Jeppe Druedahl & Alessandro Martinello, 2018. "Long-Run Saving Dynamics: Evidence from Unexpected Inheritances," CEBI working paper series 17-02, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI).
- Jeppe Druedahl & Alessandro Martinello, 2018. "Long-Run Saving Dynamics: Evidence from Unexpected Inheritances," 2018 Meeting Papers 390, Society for Economic Dynamics.
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More about this item
Keywords
Structural estimation; lifecycle model; discrete and continuous choice; retirement choice; endogenous gridpoint method; nested xed point algorithm; extreme value taste shocks; smoothed max function.;All these keywords.
JEL classification:
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- D91 - Microeconomics - - Micro-Based Behavioral Economics - - - Role and Effects of Psychological, Emotional, Social, and Cognitive Factors on Decision Making
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CMP-2015-12-01 (Computational Economics)
- NEP-DCM-2015-12-01 (Discrete Choice Models)
- NEP-DGE-2015-12-01 (Dynamic General Equilibrium)
- NEP-ECM-2015-12-01 (Econometrics)
- NEP-ORE-2015-12-01 (Operations Research)
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