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Citations for "Using Randomization to Break the Curse of Dimensionality"

by Rust, J.

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  1. Oliver Linton & Enno Mammen, 2003. "Estimating semiparametric ARCH (∞) models by kernel smoothing methods," LSE Research Online Documents on Economics 58068, London School of Economics and Political Science, LSE Library.
  2. Aguirregabiria, Victor & Ho, Chun-Yu, 2009. "A Dynamic Oligopoly Game of the US Airline Industry: Estimation and Policy Experiments," MPRA Paper 16739, University Library of Munich, Germany.
  3. Kalwij, A.S., 1998. "Household Wealth, Female Labor Force Participation and Fertility Decisions," Discussion Paper 1998-89, Tilburg University, Center for Economic Research.
  4. Grune, Lars & Semmler, Willi, 2004. "Using dynamic programming with adaptive grid scheme for optimal control problems in economics," Journal of Economic Dynamics and Control, Elsevier, vol. 28(12), pages 2427-2456, December.
  5. Dechert, W.D. & O'Donnell, S.I., 2006. "The stochastic lake game: A numerical solution," Journal of Economic Dynamics and Control, Elsevier, vol. 30(9-10), pages 1569-1587.
  6. Alexei Onatski & Noah Williams, 2003. "Modeling Model Uncertainty," NBER Working Papers 9566, National Bureau of Economic Research, Inc.
  7. Andrea Gamba & Matteo Tesser, 2008. "Structural Estimation of Real Options Models," Working Papers wpn08-01, Warwick Business School, Finance Group.
  8. Christian Belzil & Jörgen Hansen, 2004. "Earnings Dispersion, Risk Aversion and Education," Post-Print halshs-00180125, HAL.
  9. Bee Yan Aw & Mark J. Roberts & Daniel Yi Xu, 2009. "R&D Investment, Exporting, and Productivity Dynamics," NBER Working Papers 14670, National Bureau of Economic Research, Inc.
  10. Andrew Ching & Susumu Imai & Masakazu Ishihara & Neelam Jain, 2012. "A practitioner’s guide to Bayesian estimation of discrete choice dynamic programming models," Quantitative Marketing and Economics, Springer, vol. 10(2), pages 151-196, June.
  11. Pál, Jenő & Stachurski, John, 2013. "Fitted value function iteration with probability one contractions," Journal of Economic Dynamics and Control, Elsevier, vol. 37(1), pages 251-264.
  12. Daniel Diermeier & Michael Keane & Antonio Merlo, 2004. "A Political Economy Model of Congressional Careers: Supplementary Materiel," PIER Working Paper Archive 04-038, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  13. John Geweke & Joel Horowitz & M. Hashem Pesaran, 2006. "Econometrics: A Bird’s Eye View," CESifo Working Paper Series 1870, CESifo Group Munich.
  14. Hasan, Syed Akif & Subhani, Muhammad Imtiaz & Osman, Ms. Amber, 2012. "Gifts and sponsored trips for doctors matter more for sales of MNCs?(an application of censored regression)," MPRA Paper 37651, University Library of Munich, Germany.
  15. Min Ouyang, 2005. "The Scarring Effect of Recessions," Working Papers 050609, University of California-Irvine, Department of Economics.
  16. John Bound & Todd Stinebrickner & Timothy Waidmann, 2007. "Health, Economic Resources and the Work Decisions of Older Men," NBER Working Papers 13657, National Bureau of Economic Research, Inc.
  17. Kenneth Judd & Lilia Maliar & Rafael Valero & Serguei Maliar, 2013. "Smolyak method for solving dynamic economic models: Lagrange interpolation, anisotropic grid and adaptive domain," Working Papers. Serie AD 2013-06, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  18. W. Davis Dechert & Sharon I. O'Donnell & William A. Brock, 2006. "Learning Parameters in Non Linear Ecological Models," Computing in Economics and Finance 2006 258, Society for Computational Economics.
  19. Ralph Stinebrickner & Todd Stinebrickner, 2013. "Academic Performance and College Dropout: Using Longitudinal Expectations Data to Estimate a Learning Model," University of Western Ontario, CIBC Centre for Human Capital and Productivity Working Papers 20135, University of Western Ontario, CIBC Centre for Human Capital and Productivity.
  20. Daniel A. Ackerberg, 2001. "A New Use of Importance Sampling to Reduce Computational Burden in Simulation Estimation," NBER Technical Working Papers 0273, National Bureau of Economic Research, Inc.
  21. S. B. Aruoba & Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez, 2005. "Comparing Solution Methods for Dynamic Equilibrium Economies," Levine's Bibliography 122247000000000855, UCLA Department of Economics.
  22. Luca Spataro, 2002. "New Tools in Micromodeling Retirement Decisions: Overview and Applications to the Italian Case," Computing in Economics and Finance 2002 109, Society for Computational Economics.
  23. John Rust, 1997. "A Comparison of Policy Iteration Methods for Solving Continuous-State, Infinite-Horizon Markovian Decision Problems Using Random, Quasi-random, and Deterministic Discretizations," Computational Economics 9704001, EconWPA.
  24. Imai, Susumu & Krishna, Kala, 2001. "Employment, Dynamic Deterrence and Crime," Working Papers 1-01-2, Pennsylvania State University, Department of Economics.
  25. Dennis Kristensen & Bernard Salanie, 2013. "Higher-order properties of approximate estimators," CeMMAP working papers CWP45/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  26. Keane, Michael P. & Todd, Petra E. & Wolpin, Kenneth I., 2011. "The Structural Estimation of Behavioral Models: Discrete Choice Dynamic Programming Methods and Applications," Handbook of Labor Economics, Elsevier.
  27. Sullivan, Paul, 2006. "A Dynamic Analysis of Educational Attainment, Occupational Choices, and Job Search," MPRA Paper 861, University Library of Munich, Germany.
  28. John Rust, 2014. "The Limits of Inference with Theory: A Review of Wolpin (2013)," Journal of Economic Literature, American Economic Association, vol. 52(3), pages 820-50, September.
  29. Arvid Raknerud & Rolf Golombek, 2000. "Exit Dynamics with Rational Expectations," Discussion Papers 291, Research Department of Statistics Norway.
  30. Hall, George & Rust, John, 2000. "An empirical model of inventory investment by durable commodity intermediaries," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 52(1), pages 171-214, June.
  31. Linton, Oliver & Mammen, Enno & Nielsen, Jans Perch & Tanggaard, Carsten, 2001. "Yield curve estimation by kernel smoothing methods," Journal of Econometrics, Elsevier, vol. 105(1), pages 185-223, November.
  32. Victor Aguirregabiria & Gustavo Vicentini, 2006. "Dynamic Spatial Competition Between Multi-Store Firms," Working Papers tecipa-253, University of Toronto, Department of Economics.
  33. Robert L. Hicks & Kurt Schnier, 2006. "A Spatial Model of Dolphin Avoidance in the Eastern Tropical Pacific Ocean," Working Papers 25, Department of Economics, College of William and Mary.
  34. John Stachurski, 2008. "Continuous State Dynamic Programming via Nonexpansive Approximation," Computational Economics, Society for Computational Economics, vol. 31(2), pages 141-160, March.
  35. Bloemen, H.G., 1995. "The relation between wealth and labour market transitions : An empirical study for the Netherlands," Discussion Paper 1995-99, Tilburg University, Center for Economic Research.
  36. Yongyang Cai & Kenneth Judd & Greg Thain & Stephen Wright, 2015. "Solving Dynamic Programming Problems on a Computational Grid," Computational Economics, Society for Computational Economics, vol. 45(2), pages 261-284, February.
  37. Dietmar P.J. Leisen, 1997. "The Random-Time Binomial Model," Finance 9711005, EconWPA, revised 29 Nov 1998.
  38. Martin Shubik, 1998. "Game Theory, Complexity and Simplicity. Part III: Critique and Prospective," Cowles Foundation Discussion Papers 1184, Cowles Foundation for Research in Economics, Yale University.
  39. Andrew Ching & Masakazu Ishihara, 2014. "Dynamic Demand for New and Used Durable Goods without Physical Depreciation: The Case of Japanese Video Games," 2014 Meeting Papers 782, Society for Economic Dynamics.
  40. Oliver Linton & E. Mammen & J. Nielsen & C. Tanggaard, 1998. "Estimating Yield Curves by Kernel Smoothing Methods," Cowles Foundation Discussion Papers 1205, Cowles Foundation for Research in Economics, Yale University.
  41. Todd R. Stinebrickner, 2000. "Serially correlated variables in dynamic, discrete choice models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(6), pages 595-624.
  42. Harris, Matthew, 2015. "The impact of body weight on occupational mobility and career development," MPRA Paper 61924, University Library of Munich, Germany.
  43. Barillas, Francisco & Fernandez-Villaverde, Jesus, 2007. "A generalization of the endogenous grid method," Journal of Economic Dynamics and Control, Elsevier, vol. 31(8), pages 2698-2712, August.
  44. Michael Reiter, 1997. "Solving higher-dimensional continuous time stochastic control problems by value function regression," Economics Working Papers 299, Department of Economics and Business, Universitat Pompeu Fabra, revised Jun 1998.
  45. Ji, Yongjie & Rabotyagov, Sergey & Kling, Catherine L., 2014. "Crop Choice and Rotational Effects: A Dynamic Model of Land Use in Iowa in Recent Years," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 170366, Agricultural and Applied Economics Association.
  46. Maciej Klimek & Marcin Pitera, 2014. "The least squares method for option pricing revisited," Papers 1404.7438, arXiv.org, revised May 2014.
  47. Belzil, Christian & Hansen, Jörgen, 2002. "Earnings Dispersion, Risk Aversion and Education," CEPR Discussion Papers 3600, C.E.P.R. Discussion Papers.
  48. Manuel Santos & John Rust, . "Convergence Properties of Policy Iteration," Working Papers 2133377, Department of Economics, W. P. Carey School of Business, Arizona State University.
  49. Sanghamitra Das & Mark J. Roberts & James R. Tybout, 2001. "Market Entry Costs, Producer Heterogeneity, and Export Dynamics," NBER Working Papers 8629, National Bureau of Economic Research, Inc.
  50. Szabolcs Lorincz, 2005. "Persistence Effects in a Dynamic Discrete Choice Model - Application to Low-End Computer Servers," IEHAS Discussion Papers 0510, Institute of Economics, Centre for Economic and Regional Studies, Hungarian Academy of Sciences.
  51. Sergio Monsalve, 2002. "Teoría de juegos: ¿hacia dónde vamos? (60 años después de von Neumann y Morgenstern)," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, vol. 4(7), pages 114-130, July-Dece.
  52. Benitez-Silva, Hugo & Buchinsky, Moshe & Chan, Hiu Man & Rust, John & Sheidvasser, Sofia, 1999. "An empirical analysis of the social security disability application, appeal, and award process," Labour Economics, Elsevier, vol. 6(2), pages 147-178, June.
  53. Enno Mammen & Oliver Linton, 2004. "Estimating Semiparametric ARCH Models by Kernel Smoothing Methods," FMG Discussion Papers dp511, Financial Markets Group.
  54. Janssen, Marco A. & Anderies, John M. & Walker, Brian H., 2004. "Robust strategies for managing rangelands with multiple stable attractors," Journal of Environmental Economics and Management, Elsevier, vol. 47(1), pages 140-162, January.
  55. De Pinto, Alessandro & Nelson, Gerald C., 2004. "A Dynamic Model Of Land Use Change With Spatially Explicit Data," 2004 Annual meeting, August 1-4, Denver, CO 20314, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  56. Jiarui Han & Tze Lai & Viktor Spivakovsky, 2006. "Approximate Policy Optimization and Adaptive Control in Regression Models," Computational Economics, Society for Computational Economics, vol. 27(4), pages 433-452, June.
  57. Lars Grüne & Willi Semmler, 2007. "Asset pricing with dynamic programming," Computational Economics, Society for Computational Economics, vol. 29(3), pages 233-265, May.
  58. repec:cup:cbooks:9780521747387 is not listed on IDEAS
  59. William F. Lincoln & Andrew H. McCallum, 2011. "Entry Costs & Increasing Trade," William Davidson Institute Working Papers Series wp1024, William Davidson Institute at the University of Michigan.
  60. Bond, Craig A. & Iverson, Terrence, 2011. "Modeling Information in Environmental Decision-Making," Western Economics Forum, Western Agricultural Economics Association, vol. 10(02).
  61. Andriy Norets, 2009. "Inference in Dynamic Discrete Choice Models With Serially orrelated Unobserved State Variables," Econometrica, Econometric Society, vol. 77(5), pages 1665-1682, 09.
  62. John Rust & Joseph Traub & Henryk Wozniakowski, 1999. "No Curse of Dimensionality for Contraction Fixed Points Even in the Worst Case," Computational Economics 9902001, EconWPA.
  63. Patrick Bajari & Jeremy T. Fox & Kyoo il Kim & Stephen P. Ryan, 2009. "A Simple Nonparametric Estimator for the Distribution of Random Coefficients," NBER Working Papers 15210, National Bureau of Economic Research, Inc.
  64. Willi Semmler & Lars Grüne, 2004. "Asset Pricing with Delayed Consumption Decisions," Computing in Economics and Finance 2004 59, Society for Computational Economics.
  65. Roberto Steri & Lukas Schmid, 2013. "Dynamic Corporate Liquidiy," 2013 Meeting Papers 1266, Society for Economic Dynamics.
  66. Nikolaj Malchow-M�ller & Michael Svarer, 2003. "Estimation of the multinomial logit model with random effects," Applied Economics Letters, Taylor & Francis Journals, vol. 10(7), pages 389-392.
  67. Alemdar, Nedim M. & Sirakaya, Sibel & Husseinov, Farhad, 2006. "Optimal time aggregation of infinite horizon control problems," Journal of Economic Dynamics and Control, Elsevier, vol. 30(4), pages 569-593, April.
  68. repec:dgr:kubcen:199889 is not listed on IDEAS
  69. John Bound & Todd Stinebrickner & Timothy Waidman, 2004. "Using a Structural Retirement Model to Simulate the Effect of Changes to the OASDI and Medicare Programs," Working Papers wp091, University of Michigan, Michigan Retirement Research Center.
  70. Sullivan, Paul, 2006. "Interpolating Value Functions in Discrete Choice Dynamic Programming Models," MPRA Paper 864, University Library of Munich, Germany.
  71. John Rust, 1996. "Dealing with the Complexity of Economic Calculations," Computational Economics 9610002, EconWPA, revised 21 Oct 1997.
  72. Moshe Buchinsky, 2008. "Residential Location in Israel," 2008 Meeting Papers 931, Society for Economic Dynamics.
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