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Citations for "The Solution and Estimation of Discrete Choice Dynamic Programming Models by Simulation and Interpolation: Monte Carlo Evidence"

by Keane, Michael P & Wolpin, Kenneth I

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  1. Petra Todd & Kenneth I. Wolpin, 2002. "Using a Social Experiment to Validate a Dynamic Behavioral Model of Child Schooling and Fertility: Assessing the Impact of a School Subsidy Program in Mexico," PIER Working Paper Archive 03-022, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 01 Sep 2003.
  2. 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.
  3. Yamaguchi, Shintaro, 2010. "The effect of match quality and specific experience on career decisions and wage growth," Labour Economics, Elsevier, vol. 17(2), pages 407-423, April.
  4. David M. Blau, 2008. "Retirement and Consumption in a Life Cycle Model," Journal of Labor Economics, University of Chicago Press, vol. 26, pages 35-71.
  5. Donghoon Lee & Matthew Wiswall, 2007. "A Parallel Implementation of the Simplex Function Minimization Routine," Computational Economics, Springer;Society for Computational Economics, vol. 30(2), pages 171-187, September.
  6. Heckman, James J. & Navarro, Salvador, 2007. "Dynamic discrete choice and dynamic treatment effects," Journal of Econometrics, Elsevier, vol. 136(2), pages 341-396, February.
  7. Aguirregabiria, Victor & Mira, Pedro, 2010. "Dynamic discrete choice structural models: A survey," Journal of Econometrics, Elsevier, vol. 156(1), pages 38-67, May.
  8. Gardebroek, Cornelis & Oude Lansink, Alfons G.J.M., 2008. "Dynamic Microeconometric Approaches To Analysing Agricultural Policy," 107th Seminar, January 30-February 1, 2008, Sevilla, Spain 6592, European Association of Agricultural Economists.
  9. Michael P. Keane & Kenneth I. Wolpin, 2010. "The Role Of Labor And Marriage Markets, Preference Heterogeneity, And The Welfare System In The Life Cycle Decisions Of Black, Hispanic, And White Women," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 51(3), pages 851-892, 08.
  10. Marcoul, Philippe & Weninger, Quinn, 2008. "Search and active learning with correlated information: Empirical evidence from mid-Atlantic clam fishermen," ISU General Staff Papers 200806010700001485, Iowa State University, Department of Economics.
  11. Ralph Stinebrickner & Todd Stinebrickner, 2014. "Academic Performance and College Dropout: Using Longitudinal Expectations Data to Estimate a Learning Model," Journal of Labor Economics, University of Chicago Press, vol. 32(3), pages 601-644.
  12. Pavan, Marina, 2008. "Consumer durables and risky borrowing: The effects of bankruptcy protection," Journal of Monetary Economics, Elsevier, vol. 55(8), pages 1441-1456, November.
  13. Peter Arcidiacono & Holger Sieg & Frank Sloan, 2007. "Living Rationally Under The Volcano? An Empirical Analysis Of Heavy Drinking And Smoking," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 48(1), pages 37-65, 02.
  14. Sarit Cohen-Goldner & Zvi Eckstein, 2008. "Labor Mobility Of Immigrants: Training, Experience, Language, And Opportunities," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 49(3), pages 837-872, 08.
  15. Belzil, Christian, 2007. "The return to schooling in structural dynamic models: a survey," European Economic Review, Elsevier, vol. 51(5), pages 1059-1105, July.
  16. Michael P. Keane, 2015. "Effects Of Permanent And Transitory Tax Changes In A Life‐Cycle Labor Supply Model With Human Capital," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 56, pages 485-503, 05.
  17. Humphries, John Eric & Kosse, Fabian, 2017. "On the interpretation of non-cognitive skills – What is being measured and why it matters," Journal of Economic Behavior & Organization, Elsevier, vol. 136(C), pages 174-185.
  18. Harris, Matthew, 2015. "The impact of body weight on occupational mobility and career development," MPRA Paper 61924, University Library of Munich, Germany.
  19. repec:lan:wpaper:4354 is not listed on IDEAS
  20. Kalwij, A.S., 1998. "Household Wealth, Female Labor Force Participation and Fertility Decisions," Discussion Paper 1998-89, Tilburg University, Center for Economic Research.
  21. Robert M. Sauer, 2007. "Why develop open-source software? The role of non-pecuniary benefits, monetary rewards, and open-source licence type," Oxford Review of Economic Policy, Oxford University Press, vol. 23(4), pages 605-619, Winter.
  22. Seth Richards‐Shubik, 2015. "Peer effects in sexual initiation: Separating demand and supply mechanisms," Quantitative Economics, Econometric Society, vol. 6(3), pages 663-702, November.
  23. Eric D. Gould, 2008. "Marriage and Career: The Dynamic Decisions of Young Men," Journal of Human Capital, University of Chicago Press, vol. 2(4), pages 337-378.
  24. 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.
  25. Paul Sullivan, 2010. "A Dynamic Analysis Of Educational Attainment, Occupational Choices, And Job Search," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 51(1), pages 289-317, 02.
  26. 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.
  27. Sullivan, Paul, 2006. "Interpolating Value Functions in Discrete Choice Dynamic Programming Models," MPRA Paper 864, University Library of Munich, Germany.
  28. Dmitriev, Mikhail, 2009. "Structural Analysis of Fertility in Russia," MPRA Paper 21150, University Library of Munich, Germany.
  29. Cohen-Goldner, Sarit & Eckstein, Zvi, 2010. "Estimating the return to training and occupational experience: The case of female immigrants," Journal of Econometrics, Elsevier, vol. 156(1), pages 86-105, May.
  30. Haan, Peter & Prowse, Victoria, 2014. "Longevity, life-cycle behavior and pension reform," Journal of Econometrics, Elsevier, vol. 178(P3), pages 582-601.
  31. Elin Halvorsen & Thor Olav Thoresen, 2017. "Distributional Effects of the Wealth Tax under a Lifetime-Dynastic Income Concept," CESifo Working Paper Series 6614, CESifo Group Munich.
  32. 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.
  33. Romana Khan & Michael Lewis & Vishal Singh, 2009. "Dynamic Customer Management and the Value of One-to-One Marketing," Marketing Science, INFORMS, vol. 28(6), pages 1063-1079, 11-12.
  34. Anindya Ghose & Sang Pil Han, 2009. "A Dynamic Structural Model of User Learning in Mobile Media Content," Working Papers 09-24, NET Institute, revised Oct 2009.
  35. Carrillo, Paul E. & Ponce Jarrín, Juan, 2009. "Efficient delivery of subsidies to the poor: Improving the design of a cash transfer program in Ecuador," Journal of Development Economics, Elsevier, vol. 90(2), pages 276-284, November.
  36. repec:pri:cepsud:212dix-carneiro is not listed on IDEAS
  37. Lee, Donghoon & Wolpin, Kenneth I., 2010. "Accounting for wage and employment changes in the US from 1968-2000: A dynamic model of labor market equilibrium," Journal of Econometrics, Elsevier, vol. 156(1), pages 68-85, May.
  38. 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.
  39. Tao Chen & Baohong Sun & Vishal Singh, 2009. "An Empirical Investigation of the Dynamic Effect of Marlboro's Permanent Pricing Shift," Marketing Science, INFORMS, vol. 28(4), pages 740-758, 07-08.
  40. Zhou, Yiyi, 2012. "Failure to Launch in Two-Sided Markets: A Study of the U.S. Video Game Market," MPRA Paper 42002, University Library of Munich, Germany.
  41. Daniel Houser & Michael Keane & Kevin McCabe, 2004. "Behavior in a Dynamic Decision Problem: An Analysis of Experimental Evidence Using a Bayesian Type Classification Algorithm," Econometrica, Econometric Society, vol. 72(3), pages 781-822, 05.
  42. Ge, Suqin, 2013. "Estimating the returns to schooling: Implications from a dynamic discrete choice model," Labour Economics, Elsevier, vol. 20(C), pages 92-105.
  43. 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.
  44. Jaap Abbring & James Heckman, 2008. "Dynamic policy analysis," CeMMAP working papers CWP05/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  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. Andrew T. Ching & Tülin Erdem & Michael P. Keane, 2016. "Empirical Models of Learning Dynamics: A Survey of Recent Developments," Economics Papers 2016-W12, Economics Group, Nuffield College, University of Oxford.
  47. Maria Rosaria Marino & Marzia Romanelli & Martino Tasso, 2016. "Women at work: the impact of welfare and fiscal policies in a dynamic labor supply model," Temi di discussione (Economic working papers) 1084, Bank of Italy, Economic Research and International Relations Area.
  48. repec:eee:econom:v:198:y:2017:i:2:p:189-208 is not listed on IDEAS
  49. Stinebrickner, Todd R, 2001. "A Dynamic Model of Teacher Labor Supply," Journal of Labor Economics, University of Chicago Press, vol. 19(1), pages 196-230, January.
  50. Sánchez Mangas, Rocío, 2002. "Another look at the estimation of dynamic programming models with censored decision variables," DES - Working Papers. Statistics and Econometrics. WS ws022404, Universidad Carlos III de Madrid. Departamento de Estadística.
  51. 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.
  52. Li Gan & Guan Gong & Heng-Fu Zou, 2005. "Rural-Urban Education and Health Disparities in China: A Structural Approach," CEMA Working Papers 569, China Economics and Management Academy, Central University of Finance and Economics.
  53. repec:eee:labchp:v:3:y:1999:i:pc:p:3261-3307 is not listed on IDEAS
  54. Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez & Manuel S. Santos, 2006. "Convergence Properties of the Likelihood of Computed Dynamic Models," Econometrica, Econometric Society, vol. 74(1), pages 93-119, 01.
  55. Michael P. Keane & Kenneth I. Wolpin, 2007. "Exploring The Usefulness Of A Nonrandom Holdout Sample For Model Validation: Welfare Effects On Female Behavior," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 48(4), pages 1351-1378, November.
  56. 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.
  57. Michael P. Keane, 2011. "Labor Supply and Taxes: A Survey," Journal of Economic Literature, American Economic Association, vol. 49(4), pages 961-1075, December.
  58. Lars Grüne & Willi Semmler, 2007. "Asset pricing with dynamic programming," Computational Economics, Springer;Society for Computational Economics, vol. 29(3), pages 233-265, May.
  59. Adams, Richard H. & Cuecuecha, Alfredo, 2013. "The Impact of Remittances on Investment and Poverty in Ghana," World Development, Elsevier, vol. 50(C), pages 24-40.
  60. Kenneth I. Wolpin & Petra E. Todd, 2006. "Assessing the Impact of a School Subsidy Program in Mexico: Using a Social Experiment to Validate a Dynamic Behavioral Model of Child Schooling and Fertility," American Economic Review, American Economic Association, vol. 96(5), pages 1384-1417, December.
  61. Eggleston, Jonathan, 2016. "An efficient decomposition of the expectation of the maximum for the multivariate normal and related distributions," Journal of Econometrics, Elsevier, vol. 195(1), pages 120-133.
  62. Willi Semmler & Lars Grüne, 2004. "Asset Pricing with Delayed Consumption Decisions," Computing in Economics and Finance 2004 59, Society for Computational Economics.
  63. repec:bpj:jecome:v:6:y:2017:i:1:p:16:n:6 is not listed on IDEAS
  64. 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.
  65. V. Joseph Hotz & Lixin Colin Xu & Marta Tienda & Avner Ahituv, 2002. "Are There Returns To The Wages Of Young Men From Working While In School?," The Review of Economics and Statistics, MIT Press, vol. 84(2), pages 221-236, May.
  66. 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.
  67. Roberto Fontana & Alessandro Nuvolari & Hiroshi Shimizu & Andrea Vezzulli, 2012. "Schumpeterian patterns of innovation and the sources of breakthrough inventions: evidence from a data-set of R&D awards," Journal of Evolutionary Economics, Springer, vol. 22(4), pages 785-810, September.
  68. Robert M. Sauer, 1998. "Job Mobility and the Market for Lawyers," Journal of Political Economy, University of Chicago Press, vol. 106(1), pages 147-171, February.
  69. Andriy Norets & Xun Tang, 2013. "Semi-Parametric Inference in Dynamic Binary Choice Models," PIER Working Paper Archive 13-054, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  70. Victor Aguirregabiria & Pedro Mira, 2000. "Structural Models Involving Highly Dimensional Fixed Point Problems: An Asymptotically Efficient Two-Stage Estimator," Econometric Society World Congress 2000 Contributed Papers 1702, Econometric Society.
  71. John Rust & Christopher Phelan, 1997. "How Social Security and Medicare Affect Retirement Behavior in a World of Incomplete Markets," Econometrica, Econometric Society, vol. 65(4), pages 781-832, July.
  72. Hu Yingyao & Shum Matthew & Tan Wei & Xiao Ruli, 2017. "A Simple Estimator for Dynamic Models with Serially Correlated Unobservables," Journal of Econometric Methods, De Gruyter, vol. 6(1), pages 1-16, January.
  73. 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.
  74. Raquel Bernal, 2004. "Employment and Child Care Decisions of Mothers and the Well-being of their Children," Econometric Society 2004 North American Winter Meetings 361, Econometric Society.
  75. 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.
  76. Hans Hoogeveen & Bas van der Klaauw & Gijsbert van Lomwel, 2004. "On the Timing of Marriage, Cattle and Weather Shocks," Tinbergen Institute Discussion Papers 04-073/3, Tinbergen Institute.
  77. Shie Mannor & Duncan Simester & Peng Sun & John N. Tsitsiklis, 2007. "Bias and Variance Approximation in Value Function Estimates," Management Science, INFORMS, vol. 53(2), pages 308-322, February.
  78. Joseph P. Kaboski & Robert M. Townsend, 2011. "A Structural Evaluation of a Large‐Scale Quasi‐Experimental Microfinance Initiative," Econometrica, Econometric Society, vol. 79(5), pages 1357-1406, 09.
  79. Leach, Andrew J., 2007. "The climate change learning curve," Journal of Economic Dynamics and Control, Elsevier, vol. 31(5), pages 1728-1752, May.
  80. Michael Keane & Richard Rogerson, 2015. "Reconciling Micro and Macro Labor Supply Elasticities: A Structural Perspective," Annual Review of Economics, Annual Reviews, vol. 7(1), pages 89-117, August.
  81. Hanming Fang & Dan Silverman, 2009. "Time-Inconsistency And Welfare Program Participation: Evidence From The Nlsy," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 50(4), pages 1043-1077, November.
  82. David H. Good & M. Ishaq Nadiri & Robin C. Sickles, 1996. "Index Number and Factor Demand Approaches to the Estimation of Productivity," NBER Working Papers 5790, National Bureau of Economic Research, Inc.
  83. Morris A. Davis & E. Michael Foster, 1999. "Intra-household allocation and the mental health of children: structural estimation analysis," Finance and Economics Discussion Series 1999-30, Board of Governors of the Federal Reserve System (U.S.).
  84. Michael Keane & Richard Rogerson, 2015. "Reconciling Micro and Macro Labor Supply Elasticities: A Structural Perspective," Annual Review of Economics, Annual Reviews, vol. 7(1), pages 89-117, 08.
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