Sequential Estimation of Dynamic Programming Models with Unobserved Heterogeneity
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References listed on IDEAS
- 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.
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- repec:wly:emjrnl:v:19:y:2016:i:3:p:c95-c127 is not listed on IDEAS
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Keywordsdynamic discrete choice; value function mapping; nested pseudo; likelihood; unobserved; heterogeneity; equilibrium constraint;
- 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 fieldsThis 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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