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Bayesian Estimation of Dynamic Discrete Choice Models Author info | Abstract | Publisher info | Download info | Related research | Statistics Susumu Imai
Neelam Jain () (Economics Northern Illinois University)
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Paper provided by Society for Economic Dynamics in its series 2005 Meeting Papers with number
432.
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Date of creation: 2005Date of revision:
Handle: RePEc:red:sed005:432Contact details of provider: Postal: Society for Economic Dynamics Anne Stubing CV Starr Center for Applied Economics 269 Mercer Street, Room 303 New York University New York, NY 10003 Fax: 1-860-486-4463 Email: Web page: http://www.EconomicDynamics.org/society.htm More information through EDIRC
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Keywords: Structural estimation ; Dynamic programming ; MCMC ; Other versions of this item:
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References listed on IDEAS Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.: Lancaster, Tony, 1997.
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Journal of Business & Economic Statistics ,
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McCulloch, Robert & Rossi, Peter E., 1994.
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Chib, Siddhartha & Greenberg, Edward, 1996.
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Hotz, V Joseph & Robert A. Miller & Seth Sanders & Jeffrey Smith, 1994.
"A Simulation Estimator for Dynamic Models of Discrete Choice ,"
Review of Economic Studies ,
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Other versions:
Hotz, J.V. & Miller, R.A. & Sanders, S. & Smith, J., 1992.
"A Simulation Estimator for Dynamic Models of Discrete Choice ,"
GSIA Working Papers
1992-13, Carnegie Mellon University, Tepper School of Business.
V. Joseph Hotz & Robert A. Miller & Seth Sanders & Jeffrey Smith, 1992.
"A Simulation Estimator for Dynamic Models of Discrete Choice ,"
Working Papers
9205, Harris School of Public Policy Studies, University of Chicago.
[Downloadable!]
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references Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)
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.
[Downloadable!]
Other versions: Victor Aguirregabiria & Pedro mira, 2007.
"Dynamic Discrete Choice Structural Models: A Survey ,"
Working Papers
tecipa-297, University of Toronto, Department of Economics.
[Downloadable!]
Other versions: Michael P. Keane & Kenneth I. Wolpin, 2009.
"Empirical Applications of Discrete Choice Dynamic Programming Models ,"
Review of Economic Dynamics ,
Elsevier for the Society for Economic Dynamics, vol. 12(1), pages 1-22, January.
[Downloadable!] (restricted)
Bajari, Patrick & Benkard, C. Lanier & Levin, Jonathan, 2007.
"Estimating Dynamic Models of Imperfect Competition ,"
Research Papers
1852r1, Stanford University, Graduate School of Business.
[Downloadable!]
Other versions:
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.
J. Levin & P. Bajari, 2004.
"Estimating Dynamic Models of Imperfect Competition ,"
2004 Meeting Papers
579, Society for Economic Dynamics.
[Downloadable!] Patrick Bajari & C. Lanier Benkard & Jonathan Levin, 2004.
"Estimating Dynamic Models of Imperfect Competition ,"
NBER Working Papers
10450, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Patrick Bajari & C. Lanier Benkard & Jonathan Levin, 2007.
"Estimating Dynamic Models of Imperfect Competition ,"
Econometrica ,
Econometric Society, vol. 75(5), pages 1331-1370, 09.
[Downloadable!] (restricted) Christopher Ferrall, 2005.
"Solving Finite Mixture Models: Efficient Computation in Economics Under Serial and Parallel Execution ,"
Computational Economics ,
Springer, vol. 25(4), pages 343-379, June.
[Downloadable!] (restricted)
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