Exit dynamics of start-up firms: structural estimation using indirect inference
From MaRDI portal
Publication:1754522
DOI10.1016/j.jeconom.2018.03.011zbMath1452.62911OpenAlexW2796243070MaRDI QIDQ1754522
Publication date: 31 May 2018
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2018.03.011
investmentindirect inferenceauxiliary modelcost of capital adjustmentdiscrete-continuous choicefirm exitMarkovian decision model
Applications of statistics to economics (62P20) Production theory, theory of the firm (91B38) Compound decision problems in statistical decision theory (62C25)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Estimating Production Functions Using Inputs to Control for Unobservables
- A dynamic oligopoly game of the US airline industry: estimation and policy experiments
- Efficient method of moments estimation of a stochastic volatility model: A Monte Carlo study
- Estimating continuous-time stochastic volatility models of the short-term interest rate
- Estimating the rational expectations model of speculative storage: a Monte Carlo comparison of three simulation estimators
- Generalized indirect inference for discrete choice models
- Indirect inference methods for stochastic volatility models based on non-Gaussian Ornstein-Uhlenbeck processes
- Demand Fluctuations in the Ready-Mix Concrete Industry
- The Costs of Environmental Regulation in a Concentrated Industry
- Optimal Replacement of GMC Bus Engines: An Empirical Model of Harold Zurcher
- Analysis of a Numerical Dynamic Programming Algorithm Applied to Economic Models
- Measuring Factor Adjustment Costs
- Explaining Investment Dynamics in U.S. Manufacturing: A Generalized (S, s) Approach
- Indirect inference based on the score
- Rational Pessimism, Rational Exuberance, and Asset Pricing Models
- Uncertainty and Investment Dynamics
- Learning by Doing vs. Learning About Match Quality: Can We Tell Them Apart?
- Envelope Theorems for Arbitrary Choice Sets
- Identifying Dynamic Discrete Decision Processes
- On the Nature of Capital Adjustment Costs
- Optimal Investment with Costly Reversibility
- The Dynamics of Productivity in the Telecommunications Equipment Industry
This page was built for publication: Exit dynamics of start-up firms: structural estimation using indirect inference