Pages that link to "Item:Q3141199"
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The following pages link to Conditional Choice Probabilities and the Estimation of Dynamic Models (Q3141199):
Displaying 50 items.
- Dynamic discrete choice and dynamic treatment effects (Q278261) (← links)
- Pseudo-likelihood estimation and bootstrap inference for structural discrete Markov decision models (Q295702) (← links)
- An efficient decomposition of the expectation of the maximum for the multivariate normal and related distributions (Q311650) (← links)
- Probabilistic forecasting with discrete choice models: evaluating predictions with pseudo-coefficients of determination (Q320831) (← links)
- A structural analysis of the correlated random coefficient wage regression model (Q451280) (← links)
- A fast resample method for parametric and semiparametric models (Q469558) (← links)
- Empirical implementation of nonparametric first-price auction models (Q527904) (← links)
- Nonparametric identification of dynamic models with unobserved state variables (Q528071) (← links)
- Dynamic discrete choice structural models: a survey (Q530915) (← links)
- Conditional means of the dependent variable in a double-selection model: the roles of diet and exercise in body weight (Q608859) (← links)
- Modeling college major choices using elicited measures of expectations and counterfactuals (Q738090) (← links)
- Semiparametric estimation of Markov decision processes with continuous state space (Q738126) (← links)
- Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution (Q921792) (← links)
- Approximation of conditional densities by smooth mixtures of regressions (Q973883) (← links)
- Solving finite mixture models: Efficient computation in economics under serial and parallel execution (Q1020507) (← links)
- Nonparametric identification and estimation of polychotomous choice models (Q1260685) (← links)
- The observed choice problem in estimating the cost of policies (Q1274773) (← links)
- Estimating price expectations in the OTC medicine market: An application of dynamic stochastic discrete choice models to scanner panel data (Q1305773) (← links)
- A limit theorem for a smooth class of semiparametric estimators (Q1343139) (← links)
- Generalized maximum entropy estimation of dynamic programming models with sample selection bias (Q1424658) (← links)
- Semiparametric identification and heterogeneity in discrete choice dynamic programming models (Q1573361) (← links)
- Estimating the rational expectations model of speculative storage: a Monte Carlo comparison of three simulation estimators (Q1573363) (← links)
- A simple estimator for dynamic models with serially correlated unobservables (Q1669828) (← links)
- A Bayesian approach to estimation of dynamic models with small and large number of heterogeneous players and latent serially correlated states (Q1706441) (← links)
- Identification and estimation of incomplete information games with multiple equilibria (Q1706497) (← links)
- Bayesian analysis of a dynamic stochastic model of labor supply and saving. (Q1869860) (← links)
- Nonparametric two-stage estimation of conditional choice probabilities in a binary choice model under uncertainty (Q1893416) (← links)
- Nonparametric identification of behavioral responses to counterfactual policy interventions in dynamic discrete decision processes (Q1927848) (← links)
- An approach for extending dynamic models to settings with multi-product firms (Q1934834) (← links)
- Structural estimation of stock market participation costs (Q1994211) (← links)
- Dynamic decisions under subjective expectations: a structural analysis (Q2024440) (← links)
- Linear IV regression estimators for structural dynamic discrete choice models (Q2024450) (← links)
- Semiparametric estimation of dynamic discrete choice models (Q2043233) (← links)
- MASAGE: model-agnostic sequential and adaptive game estimation (Q2056961) (← links)
- Identification of dynamic games with unobserved heterogeneity and multiple equilibria (Q2074594) (← links)
- How McFadden met Rockafellar and learned to do more with less (Q2138372) (← links)
- Empirical tests of stochastic binary choice models (Q2164959) (← links)
- SHOPPER: a probabilistic model of consumer choice with substitutes and complements (Q2179937) (← links)
- Identifying dynamic discrete choice models off short panels (Q2182137) (← links)
- Semiparametric estimation of models with conditional moment restrictions in the presence of nonclassical measurement errors (Q2343764) (← links)
- The econometrics of unobservables: applications of measurement error models in empirical industrial organization and labor economics (Q2399530) (← links)
- A parallel implementation of the simplex function minimization routine (Q2461663) (← links)
- Estimation of finite sequential games (Q2512525) (← links)
- Estimation of dynamic discrete models from time aggregated data (Q2516314) (← links)
- Ordinary least squares estimation of a dynamic game model (Q2812317) (← links)
- Conditional choice probability estimation of dynamic discrete choice models with unobserved heterogeneity (Q2892449) (← links)
- A STUDY OF PARTICIPATION IN DYNAMIC AUCTIONS (Q2935188) (← links)
- FERTILITY RISK IN THE LIFE CYCLE (Q2980207) (← links)
- REGULATION, IMPERFECT COMPETITION, AND THE U.S. ABORTION MARKET (Q3459215) (← links)
- A Simulation Estimator for Dynamic Models of Discrete Choice (Q4301278) (← links)
