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

by Rust, J.

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  1. Lars Grüne & Willi Semmler, 2007. "Asset pricing with dynamic programming," Computational Economics, Society for Computational Economics, vol. 29(3), pages 233-265, May.
  2. Kalwij, A.S., 1998. "Household Wealth, Female Labor Force Participation and Fertility Decisions," Discussion Paper 1998-89, Tilburg University, Center for Economic Research.
  3. Brett R. Gordon, 2009. "A Dynamic Model of Consumer Replacement Cycles in the PC Processor Industry," Marketing Science, INFORMS, vol. 28(5), pages 846-867, 09-10.
  4. Ralph Stinebrickner & Todd Stinebrickner, 2013. "Academic Performance and College Dropout: Using Longitudinal Expectations Data to Estimate a Learning Model," University of Western Ontario, Centre for Human Capital and Productivity (CHCP) Working Papers 20135, University of Western Ontario, Centre for Human Capital and Productivity (CHCP).
  5. 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.
  6. Alexei Onatski & Noah Williams, 2003. "Modeling Model Uncertainty," NBER Working Papers 9566, National Bureau of Economic Research, Inc.
  7. Victor Aguirregabiria & Gustavo Vicentini, 2012. "Dynamic Spatial Competition Between Multi-Store Firms," Working Papers tecipa-457, University of Toronto, Department of Economics.
  8. Hugo Benitez-Silva & Moshe Buchinsky & Hiu-Man Chan & John Rust & Sofia Sheivasser, 1997. "An Empirical Analysis of the Social Security Disability Application, Appeal, and Award Process," Public Economics 9712001, EconWPA, revised 16 Feb 1998.
  9. Yongyang Cai & Kenneth Judd, 2015. "Dynamic programming with Hermite approximation," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 81(3), pages 245-267, June.
  10. John Rust & Joseph Traub & Henryk Wozniakowski, 1999. "No Curse of Dimensionality for Contraction Fixed Points Even in the Worst Case," Computational Economics 9902001, EconWPA.
  11. John Rust, 1996. "Dealing with the Complexity of Economic Calculations," Computational Economics 9610002, EconWPA, revised 21 Oct 1997.
  12. John Stachurski, 2006. "Continuous State Dynamic Programming Via Nonexpansive Approximation," KIER Working Papers 618, Kyoto University, Institute of Economic Research.
  13. Bee Yan Aw & Mark J. Roberts & Daniel Yi Xu, 2011. "R&D Investment, Exporting, and Productivity Dynamics," American Economic Review, American Economic Association, vol. 101(4), pages 1312-44, June.
  14. Christian Belzil & Jörgen Hansen, 2002. "Earnings Dispersion, Risk Aversion and Education," CIRANO Working Papers 2002s-20, CIRANO.
  15. Harris, Matthew, 2015. "The impact of body weight on occupational mobility and career development," MPRA Paper 61924, University Library of Munich, Germany.
  16. Hans G. Bloemen, 2002. "The relation between wealth and labour market transitions: an empirical study for the Netherlands," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(3), pages 249-268.
  17. 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.
  18. Sullivan, Paul, 2006. "Interpolating Value Functions in Discrete Choice Dynamic Programming Models," MPRA Paper 864, University Library of Munich, Germany.
  19. Gamba, Andrea & Tesser, Matteo, 2009. "Structural estimation of real options models," Journal of Economic Dynamics and Control, Elsevier, vol. 33(4), pages 798-816, April.
  20. John Geweke & Joel Horowitz & M. Hashem Pesaran, 2006. "Econometrics: A Bird’s Eye View," CESifo Working Paper Series 1870, CESifo Group Munich.
  21. 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.
  22. Linton, Oliver & Mammen, Enno & Nielsen, Jens Perch & Tanggaard, Carsten, 1998. "Estimating yield curves by Kernel smoothing methods," SFB 373 Discussion Papers 1999,54, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  23. 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.
  24. 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.
  25. Zhou, Mo, 2015. "Adapting sustainable forest management to climate policy uncertainty: A conceptual framework," Forest Policy and Economics, Elsevier, vol. 59(C), pages 66-74.
  26. 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.
  27. 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.
  28. 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.
  29. Arvid Raknerud & Rolf Golombek, 2000. "Exit Dynamics with Rational Expectations," Discussion Papers 291, Statistics Norway, Research Department.
  30. Bound, John & Stinebrickner, Todd & Waidmann, Timothy, 2010. "Health, economic resources and the work decisions of older men," Journal of Econometrics, Elsevier, vol. 156(1), pages 106-129, May.
  31. 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.
  32. Reiter, Michael, 1999. "Solving higher-dimensional continuous-time stochastic control problems by value function regression," Journal of Economic Dynamics and Control, Elsevier, vol. 23(9-10), pages 1329-1353, September.
  33. 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.
  34. Imai, Susumu & Krishna, Kala, 2001. "Employment, Dynamic Deterrence and Crime," Working Papers 1-01-2, Pennsylvania State University, Department of Economics.
  35. 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.
  36. 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.
  37. 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.
  38. Sullivan, Paul, 2006. "A Dynamic Analysis of Educational Attainment, Occupational Choices, and Job Search," MPRA Paper 861, University Library of Munich, Germany.
  39. George J. Hall & John Rust, 1999. "An Empirical Model of Inventory Investment by Durable Commodity Intermediaries," Cowles Foundation Discussion Papers 1228, Cowles Foundation for Research in Economics, Yale University.
  40. Hicks, Robert L. & Schnier, Kurt E., 2006. "A Spatial Model of Dolphin Avoidance in the Eastern Tropical Pacific Ocean," 2006 Annual meeting, July 23-26, Long Beach, CA 21290, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  41. Hugo Benítez-Silva & Moshe Buchinsky & Hiu Man Chan & Sofia Cheidvasser & John Rust, 2004. "How large is the bias in self-reported disability?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(6), pages 649-670.
  42. Victor Aguirregabiria & Arvind Magesan, 2016. "Soultion and Estimation of Dynamic Discrete Choice Structural Models Using Euler Equations," Working Papers 2016-32, Department of Economics, University of Calgary, revised 24 May 2016.
  43. Andrew Ching & Susumu Imai & Masakazu Ishihara & Neelam Jain, 2009. "A Practitioner's Guide to Bayesian Estimation of Discrete Choice Dynamic Programming Models," Working Papers 1201, Queen's University, Department of Economics.
  44. 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.
  45. 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.
  46. Oliver Linton & Enno Mammen, 2003. "Estimating semiparametric ARCH (8) models by kernel smoothing methods," LSE Research Online Documents on Economics 2187, London School of Economics and Political Science, LSE Library.
  47. 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.
  48. 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).
  49. S. Boragan Aruoba & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2003. "Comparing Solution Methods for Dynamic Equilibrium Economies," PIER Working Paper Archive 04-003, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  50. O. Linton & E. Mammen, 2005. "Estimating Semiparametric ARCH(∞) Models by Kernel Smoothing Methods," Econometrica, Econometric Society, vol. 73(3), pages 771-836, 05.
  51. 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.
  52. Huiyu Li, 2015. "Numerical Policy Error Bounds for $$\eta $$ η -Concave Stochastic Dynamic Programming with Non-interior Solutions," Computational Economics, Society for Computational Economics, vol. 46(2), pages 171-187, August.
  53. Moshe Buchinsky, 2008. "Residential Location in Israel," 2008 Meeting Papers 931, Society for Economic Dynamics.
  54. Min Ouyang, 2005. "The Scarring Effect of Recessions," Computing in Economics and Finance 2005 205, Society for Computational Economics.
  55. Toke Ward Petersen, 2001. "The Optimal Level of Progressivity in the Labor Income Tax in a Model with Competitive Markets and Idiosyncratic Uncertainty," DREAM Working Paper Series 200104, Danish Rational Economic Agents Model, DREAM.
  56. 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.
  57. 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.
  58. 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.
  59. Willi Semmler & Lars Grüne, 2004. "Asset Pricing with Delayed Consumption Decisions," Computing in Economics and Finance 2004 59, Society for Computational Economics.
  60. Cervellera, Cristiano & Chen, Victoria C.P. & Wen, Aihong, 2006. "Optimization of a large-scale water reservoir network by stochastic dynamic programming with efficient state space discretization," European Journal of Operational Research, Elsevier, vol. 171(3), pages 1139-1151, June.
  61. Oliver Linton & Enno Mammen & Jens Perch Nielsen & C Tanggaard, 2000. "Yield curve estimation by kernel smoothing methods," LSE Research Online Documents on Economics 2270, London School of Economics and Political Science, LSE Library.
  62. Nikolaj Malchow-Møller & Michael Svarer, 2003. "Estimation of the multinomial logit model with random effects," Applied Economics Letters, Taylor & Francis Journals, vol. 10(7), pages 389-392.
  63. 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.
  64. Maciej Klimek & Marcin Pitera, 2014. "The least squares method for option pricing revisited," Papers 1404.7438, arXiv.org, revised Nov 2015.
  65. 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.
  66. Bond, Craig A. & Iverson, Terrence, 2011. "Modeling Information in Environmental Decision-Making," Western Economics Forum, Western Agricultural Economics Association, vol. 10(02).
  67. 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.
  68. 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.
  69. S. Sriram & Pradeep K. Chintagunta & Manoj K. Agarwal, 2010. "Investigating Consumer Purchase Behavior in Related Technology Product Categories," Marketing Science, INFORMS, vol. 29(2), pages 291-314, 03-04.
  70. 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.
  71. 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.
  72. 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.
  73. 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.
  74. Roberto Steri & Lukas Schmid, 2013. "Dynamic Corporate Liquidiy," 2013 Meeting Papers 1266, Society for Economic Dynamics.
  75. Manuel Santos & John Rust, . "Convergence Properties of Policy Iteration," Working Papers 2133377, Department of Economics, W. P. Carey School of Business, Arizona State University.
  76. 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).
  77. 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.
  78. Lincoln, William F. & McCallum, Andrew H., 2011. "Entry Costs and Increasing Trade," Working Papers 619, Research Seminar in International Economics, University of Michigan.
  79. Dietmar P.J. Leisen, 1997. "The Random-Time Binomial Model," Finance 9711005, EconWPA, revised 29 Nov 1998.
  80. Chao Yang & Mrinal Kumar, 2015. "An information guided framework for simulated annealing," Journal of Global Optimization- An International Journal Dealing with Theoretical and Computational Aspects of Seeking Global Optima and Their Applications in Science, Management and Engineering, Springer, vol. 62(1), pages 131-154, May.
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