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|
|Date of revision:|
|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, 1993. "Conditional Choice Probabilities and the Estimation of Dynamic Models," Review of Economic Studies, Oxford University Press, vol. 60(3), pages 497-529.
- Sanghamitra Das, 1992. "A Micro-Econometric Model of Capital Utilization and Retirement: The Case of the U.S. Cement Industry," Review of Economic Studies, Oxford University Press, vol. 59(2), pages 277-297.
- Newey, Whitney K., 1984. "A method of moments interpretation of sequential estimators," Economics Letters, Elsevier, vol. 14(2-3), pages 201-206.
- Hansen, Lars Peter & Singleton, Kenneth J, 1982. "Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models," Econometrica, Econometric Society, vol. 50(5), pages 1269-86, September.
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- Zvi Eckstein & Kenneth I. Wolpin, 1989. "Dynamic Labour Force Participation of Married Women and Endogenous Work Experience," Review of Economic Studies, Oxford University Press, vol. 56(3), pages 375-390.
- Rust, J., 1991. "Estimation of dynamic Structural Models: Problems and Prospects Part I : Discrete Decision Processes," Working papers 9106, Wisconsin Madison - Social Systems.
- V. Joseph Hotz & Robert A. Miller & Seth Sanders & Jeffrey Smith, 1994.
"A Simulation Estimator for Dynamic Models of Discrete Choice,"
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- 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.
- 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.
- Ariel Pakes, 1991. "Dynamic Structural Models: Problems and Prospects. Mixed Continuous Discrete Controls and Market Interactions," Cowles Foundation Discussion Papers 984, Cowles Foundation for Research in Economics, Yale University.
- Slade, M.E., 1992. "Sticky Prices in a Dynamic Oligopoly : An Empirical Investigation of Fixed and Variable Adjustment Costs," G.R.E.Q.A.M. 92a09, Universite Aix-Marseille III.
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