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The solution and estimation of discrete choice dynamic programming models by simulation and interpolation : Monte Carlo evidence

Keane, Michael P.; Wolpin, Kenneth I. - 1994

Persistent link: https://www.econbiz.de/10000899071

Empirical applications of discrete choice dynamic programming models

Keane, Michael P.; Wolpin, Kenneth I. - In: Review of economic dynamics 12 (2009) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10003821007

Exploring the usefulness of a nonrandom holdout sample for model validation : welfare effects on female behavior

Keane, Michael P.; Wolpin, Kenneth I. - In: International economic review 48 (2007) 4, pp. 1351-1378

Persistent link: https://www.econbiz.de/10003612530

Exploring the usefulness of a nonrandom holdout sample for model validation : welfare effects on female behavior

Keane, Michael P.; Wolpin, Kenneth I. - In: Economics to econometrics : contributions in honor of …, (pp. 1351-1378). 2007

Persistent link: https://www.econbiz.de/10003721348

The structural estimation of behavioral models : discrete choice dynamic programming methods and applications

Keane, Michael P.; Todd, Petra; Wolpin, Kenneth I. - 2011

Persistent link: https://www.econbiz.de/10011339073

Bayesian estimation of dynamic discrete choice models

Imai, Susumu (contributor); Jain, Neelam (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003412464

Bayesian estimation of dynamic discrete choice models

Imai, Susumu; Jain, Neelam; Ching, Andrew - In: Econometrica : journal of the Econometric Society, an … 77 (2009) 6, pp. 1865-1899

Persistent link: https://www.econbiz.de/10003943433

Identification and estimation of forward-looking behavior : the case of consumer stockpiling

Ching, Andrew; Osborne, Matthew - In: Marketing science 39 (2020) 4, pp. 707-726

Persistent link: https://www.econbiz.de/10012294600

A practitioner’s guide to Bayesian estimation of discrete choice dynamic programming models

Ching, Andrew; Imai, Susumu; Ishihara, Masakazu; Jain, … - In: Quantitative Marketing and Economics 10 (2012) 2, pp. 151-196

Persistent link: https://www.econbiz.de/10010865221

Bayesian Estimation of Finite-Horizon Discrete Choice Dynamic Programming Models

Ishihara, Masakazu - 2016

We develop a Bayesian Markov chain Monte Carlo (MCMC) algorithm for estimating finite-horizon discrete choice dynamic programming (DDP) models. The proposed algorithm has the potential to reduce the computational burden significantly when some of the state variables are continuous. In a...

Persistent link: https://www.econbiz.de/10012983458