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Bibliography

1
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.

2
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.

3
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.

4
Rust, J. (1988) ``Maximum Likelihood Estimation of Discrete Control Processes'' SIAM Journal on Control and Optimization 26-5, 1006-1023.

5
Rust, J. (1987) ``Optimal Replacement of GMC Bus Engines: An Empirical Model of Harold Zurcher'' Econometrica 55-5, 999-1033.

6
Pakes, A. (1986) ``Patents as Options: Some Estimates of the Value of Holding European Patent Stocks'' Econometrica 54 755-785.

7
Wolpin, K.I. (1987) ``Estimating a Structural Search Model: The Transition from School to Work'' Econometrica 55, 801-818.

8
Lancaster, T. (1996) ``Exact Structural Inference in Optimal Job Search Models'' forthcoming, Journal of Business and Economic Statistics.

9
Wolpin, K. (1984) ``An Estimable Dynamic Stochastic Model of Fertility and Child Mortality'' Journal of Political Economy 92-5, 852-874.

10
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.

11
Hotz, V. and R. Miller (1993) ``Conditional Choice Probabilities and the Estimation of Dynamic Programming Models'' Review of Economic Studies 60 497-530.

12
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.

13
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