The endogenous grid method for discrete-continuous dynamic choice models with (or without) taste shocks
Fedor Iskhakov, Thomas H. Jørgensen, John Rust, Bertel Schjerning
| Year of publication: |
July 2017
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| Authors: | Iskhakov, Fedor ; Jørgensen, Thomas H. ; Rust, John ; Schjerning, Bertel |
| Published in: |
Quantitative economics : QE ; journal of the Econometric Society. - New York, NY : Soc., ISSN 1759-7323, ZDB-ID 2530322-3. - Vol. 8.2017, 2, p. 317-365
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| Subject: | Life-cycle model | discrete and continuous choice | Bellman equation | Euler equation | retirement choice | endogenous grid-point method | nested fixed point algorithm | extreme value taste shocks | smoothed max function | structural estimation | Dynamische Optimierung | Dynamic programming | Schätztheorie | Estimation theory | Variationsrechnung | Variational method | Schock | Shock | Diskrete Entscheidung | Discrete choice | Präferenztheorie | Theory of preferences | Algorithmus | Algorithm | Schätzung | Estimation | Mathematische Optimierung | Mathematical programming | Entscheidungstheorie | Decision theory | Altersgrenze | Retirement |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3982/QE643 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011804848