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Rust, J. (1994) ``Estimation of Dynamic Structural Models: Problems
and Prospects Part I: Discrete Decision Processes''
in Advances in Econometrics:
Proceedings of the 6th World Congress of the
Econometric Society
C. Sims, J.J. Laffont (eds.) Cambridge University
Press.
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Pakes, A. (1994) ``Estimation of Dynamic Structural Models:
Problems and Prospects Part II: Mixed Continuous-Discrete Models
and Market Interactions'' in Advances in
Econometrics: Proceedings of 6th World
Congress of the Econometric Society C. Sims, J.J. Laffont, (eds.)
ambridge University Press.
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Rust, J. (1994) ``Structural Estimation of
Markov Decision Processes'' in
R. Engle and D. McFadden (eds.)
Handbook of
Econometrics Volume 4, 3082-3139. North Holland.
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Rust, J. (1988) ``Maximum Likelihood Estimation of Discrete Control
Processes'' SIAM Journal on Control and Optimization 26-5, 1006-1023.
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Rust, J. (1987) ``Optimal Replacement of GMC Bus Engines: An Empirical
Model of Harold Zurcher'' Econometrica 55-5, 999-1033.
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Pakes, A. (1986) ``Patents as Options: Some Estimates of the Value
of Holding European Patent Stocks'' Econometrica 54 755-785.
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Wolpin, K.I. (1987) ``Estimating a Structural Search Model:
The Transition from School to Work'' Econometrica 55,
801-818.
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Lancaster, T. (1996) ``Exact Structural Inference in Optimal
Job Search Models'' forthcoming, Journal of Business
and Economic Statistics.
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Wolpin, K. (1984) ``An Estimable Dynamic Stochastic Model of
Fertility and Child Mortality'' Journal of Political
Economy 92-5, 852-874.
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Das, M. (1992) ``A Micro Econometric Model of Capital Utilization
and Retirement: The Case of the Cement Industry''
Review of Economic Studies 59-2 277-298.
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Hotz, V. and R. Miller (1993) ``Conditional Choice Probabilities
and the Estimation of Dynamic Programming Models''
Review of Economic Studies 60 497-530.
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Hotz, V. Miller, R. Sanders, S. and J. Smith (1993)
``A Simulation Estimator for Dynamic Models of
Discrete Choice'' Review of Economic Studies
60 397-429.
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Geweke, J. and M. Keane (1996) ``Bayesian Inference for
Dynamic Discrete Choice Models without the Need for
Dynamic Programming'' working paper 564, Research
Department, Federal Reserve Bank of Minneapolis.
John Rust
2001-01-09