Solving dynamic discrete choice models using smoothing and sieve methods
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- Dennis Kristensen & Patrick K. Mogensen & Jong Myun Moon & Bertel Schjerning, 2019. "Solving Dynamic Discrete Choice Models Using Smoothing and Sieve Methods," Papers 1904.05232, arXiv.org, revised Feb 2020.
References listed on IDEAS
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Keywords
Dynamic discrete choice; numerical solution; Monte Carlo; sieves;NEP fields
This paper has been announced in the following NEP Reports:- NEP-CMP-2020-01-13 (Computational Economics)
- NEP-DCM-2020-01-13 (Discrete Choice Models)
- NEP-ECM-2020-01-13 (Econometrics)
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