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Estimating discrete-continuous choice models : the endogenous grid method with taste shocks
Iskhakov, Fedor; Jørgensen, Thomas H.; Rust, John; … - 2015
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011398855
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Comment on "Constrained optimization approaches to estimation of structural models"
Iskhakov, Fedor; Lee, Jinhyuk; Rust, John; Schjerning, … - In: Econometrica : journal of the Econometric Society, an … 84 (2016) 1, pp. 365-370
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011552255
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The endogenous grid method for discrete-continuous dynamic choice models with (or without) taste shocks
Iskhakov, Fedor; Jørgensen, Thomas H.; Rust, John; … - In: Quantitative economics : QE ; journal of the … 8 (2017) 2, pp. 317-365
We present a fast and accurate computational method for solving and estimating a class of dynamic programming models with discrete and continuous choice variables. The solution method we develop for structural estimation extends the en- dogenous grid-point method (EGM) to discrete-continuous...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011801539
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The endogenous grid method for discrete-continuous dynamic choice models with (or without) taste shocks
Iskhakov, Fedor; Jørgensen, Thomas H.; Rust, John; … - In: Quantitative economics : QE ; journal of the … 8 (2017) 2, pp. 317-365
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011804848
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Estimating Discrete-Continuous Choice Models : The Endogenous Grid Method with Taste Shocks
Iskhakov, Fedor - 2020
We present a fast and accurate computational method for solving and estimating a class of dynamic programming models with discrete and continuous choice variables. The solution method we develop for structural estimation extends the endogenous gridpoint method (EGM) to discrete-continuous (DC)...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012855871
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Has dynamic programming improved decision making?
Rust, John - In: Annual review of economics 11 (2019), pp. 833-858
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012623842
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A dynamic programming model of US nuclear power plant operations
Rothwell, Geoffrey Scott; Rust, John - 1995
Persistent link: https://ebvufind01.dmz1.zbw.eu/10000925259
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Is there a curse of dimensionality for contraction fixed points in the worst case?
Rust, John; Traub, J. F.; Woźniakowski, H. - In: Econometrica : journal of the Econometric Society, an … 70 (2002) 1, pp. 285-329
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001648108
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The flat rental puzzle
Cho, Sung-jin; Rust, John - In: The review of economic studies 77 (2010) 2, pp. 569-594
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003951599
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Valuing programs with deterministic and stochastic cycles
Paarsch, Harry J.; Rust, John - In: Journal of economic dynamics & control 33 (2009) 3, pp. 614-623
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003817951