This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

A Practitioner's Guide to Bayesian Estimation of Discrete Choice Dynamic Programming Models

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Andrew Ching () (University of Toronto)
Susumu Imai () (Queen's University)
Masakazu Ishihara () (University of Toronto)
Neelam Jain () (Northern Illinois University)

Additional information is available for the following registered author(s):

Abstract

This paper provides a step-by-step guide to estimating discrete choice dynamic programming (DDP) models using the Bayesian Dynamic Programming algorithm developed by Imai Jain and Ching (2008) (IJC). The IJC method combines the DDP solution algorithm with the Bayesian Markov Chain Monte Carlo algorithm into a single algorithm, which solves the DDP model and estimates its structural parameters simultaneously. The main computational advantage of this estimation algorithm is the efficient use of information obtained from the past iterations. In the conventional Nested Fixed Point algorithm, most of the information obtained in the past iterations remains unused in the current iteration. In contrast, the Bayesian Dynamic Programming algorithm extensively uses the computational results obtained from the past iterations to help solving the DDP model at the current iterated parameter values. Consequently, it significantly alleviates the computational burden of estimating a DDP model. We carefully discuss how to implement the algorithm in practice, and use a simple dynamic store choice model to illustrate how to apply this algorithm to obtain parameter estimates.

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://www.econ.queensu.ca/working_papers/papers/qed_wp_1201.pdf
File Format: application/pdf
File Function: First version 2009
Download Restriction: no

Publisher Info
Paper provided by Queen's University, Department of Economics in its series Working Papers with number 1201.

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Length: 49 pages
Date of creation: Apr 2009
Date of revision:
Handle: RePEc:qed:wpaper:1201

Contact details of provider:
Postal: Kingston, Ontario, K7L 3N6
Phone: (613) 533-2250
Fax: (613) 533-6668
Email:
Web page: http://www.econ.queensu.ca/
More information through EDIRC

For technical questions regarding this item, or to correct its listing, contact: (Mark Babcock).

Related research
Keywords: Bayesian Dynamic Programming; Discrete Choice Dynamic Programming; Markov Chain Monte Carlo;

Find related papers by JEL classification:
C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Bayesian Analysis
M3 - Business Administration and Business Economics; Marketing; Accounting - - Marketing and Advertising

This paper has been announced in the following NEP Reports:

Statistics
Access and download statistics

Did you know? You can create a compilation of all publications of a group of people, say alumni of a program, your students or memers of an association.

This page was last updated on 2009-11-26.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.