Estimation of Dynamic Decision Models with Corner Solutions : A Model of Price and Inventory Decisions
This paper proposes and applies a method of moments to estimate dynamic decision models with corner solutions. The method is applied to estimate a model of price and inventory decisions using data of individual goods from a supermarket chain.
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|Date of creation:||1996|
|Contact details of provider:|| Postal: Department of Economics, Reference Centre, Social Science Centre, University of Western Ontario, London, Ontario, Canada N6A 5C2|
Phone: 519-661-2111 Ext.85244
Web page: http://economics.uwo.ca/research/research_papers/department_working_papers.html
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.:
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- V. Joseph Hotz & Robert A. Miller & Seth Sanders & Jeffrey Smith, 1994.
"A Simulation Estimator for Dynamic Models of Discrete Choice,"
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- 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.
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- Cecchetti, Stephen G., 1986. "The frequency of price adjustment : A study of the newsstand prices of magazines," Journal of Econometrics, Elsevier, vol. 31(3), pages 255-274, April.
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