Estimation of Dynamic Discrete Choice Models Using Artificial Neural Network Approximations
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Publication:5080138
DOI10.1080/07474938.2011.607089zbMath1491.62249OpenAlexW1969941616MaRDI QIDQ5080138
Publication date: 31 May 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474938.2011.607089
Applications of statistics to economics (62P20) Artificial neural networks and deep learning (68T07) Dynamic programming (90C39)
Related Items (4)
DEEP EQUILIBRIUM NETS ⋮ Divide and Conquer: Recursive Likelihood Function Integration for Hidden Markov Models with Continuous Latent Variables ⋮ Higher-order properties of approximate estimators ⋮ Solving dynamic discrete choice models using smoothing and sieve methods
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