Solving dynamic discrete choice models using smoothing and sieve methods
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Publication:2043237
DOI10.1016/J.JECONOM.2020.02.007OpenAlexW3097113786MaRDI QIDQ2043237
Patrick K. Mogensen, Bertel Schjerning, Jong Myun Moon, Dennis Kristensen
Publication date: 30 July 2021
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1904.05232
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
Related Items (2)
A Comment on “Using Randomization to Break the Curse of Dimensionality” ⋮ Semiparametric Bayesian estimation of dynamic discrete choice models
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