A new use of importance sampling to reduce computational burden in simulation estimation
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Cited by:
- Vivek Bhattacharya & James W. Roberts & Andrew Sweeting, 2014.
"Regulating bidder participation in auctions,"
RAND Journal of Economics,
RAND Corporation, vol. 45(4), pages 675-704, December.
- Vivek Bhattacharya & James W. Roberts & Andrew Sweeting, 2013. "Regulating Bidder Participation in Auctions," NBER Working Papers 19352, National Bureau of Economic Research, Inc.
- Aguirregabiria, Victor & Mira, Pedro, 2010.
"Dynamic discrete choice structural models: A survey,"
Journal of Econometrics,
Elsevier, vol. 156(1), pages 38-67, May.
- Victor Aguirregabiria & Pedro mira, 2007. "Dynamic Discrete Choice Structural Models: A Survey," Working Papers tecipa-297, University of Toronto, Department of Economics.
- Robin Lee & Michael Whinston & Ali Yurukoglu & Gregory Crawford, 2013.
"The Welfare Effects of Vertical Integration in Multichannel Television Markets,"
2013 Meeting Papers
81, Society for Economic Dynamics.
- Gregory S. Crawford & Robin S. Lee & Michael D. Whinston & Ali Yurukoglu, 2015. "The Welfare Effects of Vertical Integration in Multichannel Television Markets," NBER Working Papers 21832, National Bureau of Economic Research, Inc.
- Crawford, Gregory S. & Lee, Robin S. & Whinston, Michael & Yurukoglu, Ali, 2016. "The Welfare Eff ects of Vertical Integration in Multichannel Television Markets," CEPR Discussion Papers 11202, C.E.P.R. Discussion Papers.
- Matteo Richiardi, 2003.
"The Promises and Perils of Agent-Based Computational Economics,"
LABORatorio R. Revelli Working Papers Series
29, LABORatorio R. Revelli, Centre for Employment Studies.
- Matteo Richiardi, 2004. "The Promises and Perils of Agent-Based Computational Economics," Computational Economics 0401001, EconWPA.
- Michael P. Keane & Robert M. Sauer, 2010.
"A Computationally Practical Simulation Estimation Algorithm For Dynamic Panel Data Models With Unobserved Endogenous State Variables,"
International Economic Review,
Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 51(4), pages 925-958, November.
- Robert M. Sauer & Michael P. Keane, 2004. "A Computationally Practical Simulation Estimation Algorithm for Dynamic Panel Data Models with Unobserved Endogenous State Variables," Econometric Society 2004 North American Summer Meetings 136, Econometric Society.
- Michael P. Keane & Robert M. Sauer, 2010. "A Computationally Practical Simulation Estimation Algorithm for Dynamic Panel Data Models with Unobserved Endogenous State Variables," Working Papers 1008, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, revised 05 Jul 2010.
- Keane, Michael P. & Sauer, Robert M., 2009. "A Computationally Practical Simulation Estimation Algorithm for Dynamic Panel Data Models with Unobserved Endogenous State Variables," IZA Discussion Papers 4054, Institute for the Study of Labor (IZA).
- Sauer, Robert & Keane, Michael P., 2007. "A computationally practical simulation estimation algorithm for dynamic panel data models with unobserved endogenous state variables," Discussion Paper Series In Economics And Econometrics 705, Economics Division, School of Social Sciences, University of Southampton.
- Daniel Ackerberg, 2009.
"A new use of importance sampling to reduce computational burden in simulation estimation,"
Quantitative Marketing and Economics (QME),
Springer, vol. 7(4), pages 343-376, December.
- 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.
- Wang, Yafeng & Graham, Brett, 2010. "Simulation Based Estimation of Discrete Sequential Move Games of Perfect Information," MPRA Paper 23153, University Library of Munich, Germany.
- Wesley R. Hartmann & Harikesh S. Nair, 2010. "Retail Competition and the Dynamics of Demand for Tied Goods," Marketing Science, INFORMS, vol. 29(2), pages 366-386, 03-04.
- Jason R. Blevins, 2015.
"Structural Estimation Of Sequential Games Of Complete Information,"
Economic Inquiry,
Western Economic Association International, vol. 53(2), pages 791-811, April.
- Jason R. Blevins, 2014. "Structural Estimation of Sequential Games of Complete Information," Working Papers 14-01, Ohio State University, Department of Economics.
- Fox, Jeremy T. & Kim, Kyoo il & Yang, Chenyu, 2016.
"A simple nonparametric approach to estimating the distribution of random coefficients in structural models,"
Journal of Econometrics,
Elsevier, vol. 195(2), pages 236-254.
- Jeremy T. Fox & Kyoo il Kim, 2011. "A Simple Nonparametric Approach to Estimating the Distribution of Random Coefficients in Structural Models," NBER Working Papers 17283, National Bureau of Economic Research, Inc.
- Aviv Nevo & John L. Turner & Jonathan W. Williams, 2016.
"Usage‐Based Pricing and Demand for Residential Broadband,"
Econometrica,
Econometric Society, vol. 84, pages 411-443, March.
- Aviv Nevo & John L. Turner & Jonathan W. Williams, 2015. "Usage-Based Pricing and Demand for Residential Broadband," NBER Working Papers 21321, National Bureau of Economic Research, Inc.
- Lee, Donghoon & Song, Kyungchul, 2015. "Simulated maximum likelihood estimation for discrete choices using transformed simulated frequencies," Journal of Econometrics, Elsevier, vol. 187(1), pages 131-153.
- Sauer, Robert M. & Taber, Christopher, 2017.
"Indirect Inference with Importance Sampling: An Application to Women's Wage Growth,"
IZA Discussion Papers
11004, Institute for the Study of Labor (IZA).
- Robert M. Sauer & Christopher R. Taber, 2017. "Indirect Inference with Importance Sampling: An Application to Women’s Wage Growth," NBER Working Papers 23669, National Bureau of Economic Research, Inc.
- Emily Yucai Wang, 2015. "The impact of soda taxes on consumer welfare: implications of storability and taste heterogeneity," RAND Journal of Economics, RAND Corporation, vol. 46(2), pages 409-441, June.
- James W. Roberts & Andrew Sweeting, 2013.
"When Should Sellers Use Auctions?,"
American Economic Review,
American Economic Association, vol. 103(5), pages 1830-1861, August.
- James W. Roberts & Andrew Sweeting, 2011. "When Should Sellers Use Auctions?," NBER Working Papers 17624, National Bureau of Economic Research, Inc.
- Andriy Norets, 2010. "Continuity and differentiability of expected value functions in dynamic discrete choice models," Quantitative Economics, Econometric Society, vol. 1(2), pages 305-322, November.
- Wesley Hartmann & V. Viard, 2008.
"Do frequency reward programs create switching costs? A dynamic structural analysis of demand in a reward program,"
Quantitative Marketing and Economics (QME),
Springer, vol. 6(2), pages 109-137, June.
- Hartmann, Wesley R. & Viard, V. Brian, 2007. "Do Frequency Reward Programs Create Switching Costs? A Dynamic Structural Analysis of Demand in a Reward Program," Research Papers 1941r, Stanford University, Graduate School of Business.
- 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 (QME),
Springer, vol. 10(2), pages 151-196, June.
- 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.
- Takechi, Kazutaka & Higashida, Keisaku, 2012. "Firm organizational heterogeneity and market structure: Evidence from the Japanese pesticide market," International Journal of Industrial Organization, Elsevier, vol. 30(2), pages 193-203.
- Bryan Bollinger, 2015. "Green technology adoption: An empirical study of the Southern California garment cleaning industry," Quantitative Marketing and Economics (QME), Springer, vol. 13(4), pages 319-358, December.
- Wesley Hartmann, 2006. "Intertemporal effects of consumption and their implications for demand elasticity estimates," Quantitative Marketing and Economics (QME), Springer, vol. 4(4), pages 325-349, December.
- Hartmann, Wesley R. & Nair, Harikesh S., 2007. "Retail Competition and the Dynamics of Consumer Demand for Tied Goods," Research Papers 1990, Stanford University, Graduate School of Business.
- James W. Roberts & Andrew Sweeting, 2016. "Bailouts and the Preservation of Competition: The Case of the Federal Timber Contract Payment Modification Act," American Economic Journal: Microeconomics, American Economic Association, vol. 8(3), pages 257-288, August.
- Justin G. Trogdon, 2009.
"Demand For And Regulation Of Cardiac Services,"
International Economic Review,
Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 50(4), pages 1183-1204, November.
- Justin G. Trogdon, 2004. "Demand for and Regulation of Cardiac Services," School of Economics Working Papers 2004-12, University of Adelaide, School of Economics.
- Justin G. Trogdon, 2005. "Demand for and Regulation of Cardiac Services," HEW 0502001, EconWPA.
- A. Ronald Gallant & Han Hong & Ahmed Khwaja, 2012. "Bayesian Estimation of a Dynamic Game with Endogenous, Partially Observed, Serially Correlated State," Working Papers 12-01, Duke University, Department of Economics.
- Patrick Bajari & Han Hong & Stephen Ryan, 2004.
"Identification and Estimation of Discrete Games of Complete Information,"
NBER Technical Working Papers
0301, National Bureau of Economic Research, Inc.
- Stephen Ryan & Patrick Bajari & Han Hong, 2005. "Identification and Estimation of Discrete Games of Complete Information," Computing in Economics and Finance 2005 53, Society for Computational Economics.
- Davis, Peter, 2006. "Estimation of quantity games in the presence of indivisibilities and heterogeneous firms," Journal of Econometrics, Elsevier, vol. 134(1), pages 187-214, September.
- 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.
- Jean-Pierre Dubé & K. Sudhir & Andrew Ching & Gregory Crawford & Michaela Draganska & Jeremy Fox & Wesley Hartmann & Günter Hitsch & V. Viard & Miguel Villas-Boas & Naufel Vilcassim, 2005. "Recent Advances in Structural Econometric Modeling: Dynamics, Product Positioning and Entry," Marketing Letters, Springer, vol. 16(3), pages 209-224, December.
- Sauer, Robert & Keane, Michael P., 2007. "A computationally practical simulation estimation algorithm for dynamic panel data models with unobserved endogenous state variables," Discussion Paper Series In Economics And Econometrics 0705, Economics Division, School of Social Sciences, University of Southampton.
- Matthew Osborne, 2011. "Consumer learning, switching costs, and heterogeneity: A structural examination," Quantitative Marketing and Economics (QME), Springer, vol. 9(1), pages 25-70, March.
- Patrick Bajari & Jeremy T. Fox & Stephen P. Ryan, 2007. "Linear Regression Estimation of Discrete Choice Models with Nonparametric Distributions of Random Coefficients," American Economic Review, American Economic Association, vol. 97(2), pages 459-463, May.