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Overview: Implementation of structural dynamic models: methodology and applications

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Publication:2043229
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DOI10.1016/j.jeconom.2021.03.009zbMath1466.00037OpenAlexW3159558471MaRDI QIDQ2043229

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Publication date: 30 July 2021

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2021.03.009



Mathematics Subject Classification ID

Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Proceedings of conferences of miscellaneous specific interest (00B25) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06)




Cites Work

  • Social security and the retirement and savings behavior of low-income households
  • Fitted value function iteration with probability one contractions
  • Mixed Hitting-Time Models
  • Using Randomization to Break the Curse of Dimensionality
  • Panel Data Discrete Choice Models with Lagged Dependent Variables
  • Nonparametric identification of dynamic decision processes with discrete and continuous choices
  • The endogenous grid method for discrete-continuous dynamic choice models with (or without) taste shocks
  • Semiparametric Inference in Dynamic Binary Choice Models
  • IDENTIFICATION OF DISCRETE CHOICE DYNAMIC PROGRAMMING MODELS WITH NONPARAMETRIC DISTRIBUTION OF UNOBSERVABLES
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