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Citations for "A new use of importance sampling to reduce computational burden in simulation estimation"

by Daniel Ackerberg

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  1. 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.
  2. Matteo Richiardi, 2004. "The Promises and Perils of Agent-Based Computational Economics," Computational Economics 0401001, EconWPA.
  3. Wesley Hartmann, 2006. "Intertemporal effects of consumption and their implications for demand elasticity estimates," Quantitative Marketing and Economics, Springer, vol. 4(4), pages 325-349, December.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. 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, Springer, vol. 6(2), pages 109-137, June.
  9. 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.
  10. Victor Aguirregabiria & Pedro mira, 2007. "Dynamic Discrete Choice Structural Models: A Survey," Working Papers tecipa-297, University of Toronto, Department of Economics.
  11. 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.
  12. 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.
  13. 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.
  14. 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.
  15. Justin G. Trogdon, 2004. "Demand for and Regulation of Cardiac Services," School of Economics Working Papers 2004-12, University of Adelaide, School of Economics.
  16. 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.
  17. 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.
  18. Matthew Osborne, 2011. "Consumer learning, switching costs, and heterogeneity: A structural examination," Quantitative Marketing and Economics, Springer, vol. 9(1), pages 25-70, March.
  19. James W. Roberts & Andrew Sweeting, 2011. "When Should Sellers Use Auctions?," NBER Working Papers 17624, National Bureau of Economic Research, Inc.
  20. Wang, Yafeng & Graham, Brett, 2010. "Simulation Based Estimation of Discrete Sequential Move Games of Perfect Information," MPRA Paper 23153, University Library of Munich, Germany.
  21. Jason R. Blevins, 2014. "Structural Estimation of Sequential Games of Complete Information," Working Papers 14-01, Ohio State University, Department of Economics.
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