create a website

Estimation of a dynamic discrete choice model of irreversible investment. (2001). Sánchez-Mangas, Rocío ; Sanchez-Mangas, Rocio.
In: DES - Working Papers. Statistics and Econometrics. WS.
RePEc:cte:wsrepe:ws015628.

Full description at Econpapers || Download paper

Cited: 1

Citations received by this document

Cites: 25

References cited by this document

Cocites: 36

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Inactions and Spikes of Investment in Ethiopian Manufacturing Firms: Empirical Evidence on Irreversibility and Non-convexities. (2009). Gebreeyesus, Mulu.
    In: MERIT Working Papers.
    RePEc:unm:unumer:2009061.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Abel, A. and J. Eberly (1996): Optimal investment with costly reversibility, Review of Economic Studies, 63, 581-593.

  2. Aguirregabiria, V. (1997): Estimation of dynamic programming models with censored dependent variables, Investigaciones Económicas, vol. XXI (2), 167-208.

  3. Aguirregabiria, V. (1999): The dynamics of markups and inventories in retailing ...rms, Review of Economic Studies, 66, 275-308.

  4. Aguirregabiria, V. y C. Alonso-Borrego (1999): Labor contracts and exibility: Evidence from a labor market reform in Spain, mimeo.

  5. Alonso-Borrego, C. (1998): Demand for labor inputs and adjustment costs: evidence from Spanish manufacturing ...rms, Labour Economics, 5, 475-497.

  6. Alonso-Borrego, C. and R. Sánchez-Mangas (2001): GMM estimation of a production function with panel data: an application to Spanish manufacturing ...rms, Working Paper 01-55 (27), Universidad Carlos III de Madrid.

  7. Arellano, M. and S. Bond (1991): Some tests of speci...cation for Panel Data: Monte Carlo evidence and an application to employment equations, Review of Economic Stuides, 58, 277-297.

  8. Arellano, M. and S. Bond (1998): Dynamic panel data estimation using DPD98 for GAUSS: a guide for users, December 1998.
    Paper not yet in RePEc: Add citation now
  9. Bertola, G. (1998): Irreversible Investment, Research in Economics, 52, 3-37.

  10. Bertola, G. and R. Caballero (1994): Irreversibility and aggregate investment, Review of Economic Studies, 61, 223-246.

  11. Blundell, R. and S. Bond (1999): GMM estimation with persistent panel data: an application to production functions, The Institute for Fiscal Studies, Working Paper Seires No. 99/4.

  12. Blundell, R., S. Bond and F. Windmeijer (1999): Estimation in dynamic panel data models: Improving the performance os the standard GMM estimators, The Institute for Fiscal Studies, Working Paper Series No. 00/12.

  13. Caballero, R. and E. Engel (1999): Explaining investment dynamics in US manufacturing: a generalized (S,s) approach, Econometrica, 67, 783-826.

  14. Caballero, R., E. Engel and J. Haltiwanger (1995): Plant-level adjustment and aggregate investment dynamics, Brookings Papers in Economic Activity, 2, 1-39..

  15. Hotz, J. and R. A. Miller (1993): Conditional choice probabilities and the estimation of dynamic models, Review of Economic Studies, 60, 497-529.

  16. Hotz, J., R.A. Miller, S. Sanders y J. Smith (1994): A simulation estimator for dynamic models of discrete choice, Review of Economic Studies, 61, 265-289.

  17. Jorgenson, D. (1963): Capital Theory and Investment Behavior, American Economic Review, 53, 247-259.
    Paper not yet in RePEc: Add citation now
  18. Keane, M. and K. Wolpin (1994): The solution and estimation of discrete choice dynamic programming models by simulation and interpolation: Monte Carlo evidence , The Review of Economic and Statistics, 648-672.

  19. Lucas, R.E. (1976): Econometric policy evaluation: a critique, , The Phillips Curve and Labour Markets, Carnegie-Rochester Conference on Public Policy, Amsterdam.

  20. Mairesse, J. and B.H. Hall (1996): Estimating the productivity of research and development in French and US manufacturing ...rms: an exploration of simultaneity issues with GMM methods, in Wagner, K. and B. Van Ark (eds), International Productivity Dierences and Their Explanations, Elsevier Science, 285-315.
    Paper not yet in RePEc: Add citation now
  21. Nilsen, O. and F. Schiantarelli (1998): Zeroes and lumps in investment: Empirical evidence on irreversibilities and non-convexities, Mimeo, Boston College.

  22. Rust, J. (1987): Optimal Replacement of GMC Bus Engines: An Empirical Model of Harold Zurcher, Econometrica, 55, 999-1034.

  23. Rust, J. (1994): Estimation of Dynamic Structural Models, Problems and Prospects: Discrete Decision Processes, Advances in Econometrics: Sixth World Congress, Vol.II, Cambridge University Press.

  24. Rust, J. (1994): Structural estimation of Markov Decision Processes, Handbook of Econometrics, vol IV, 3082-3142.
    Paper not yet in RePEc: Add citation now
  25. Slade, M. (1998): Optimal pricing with costly adjustment: Evidence form retailgrocery prices, Review of Economic Studies, 65, 87-107.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Financial leverage, corporate investment, and stock returns. (2009). Ozdagli, Ali.
    In: Working Papers.
    RePEc:fip:fedbwp:09-13.

    Full description at Econpapers || Download paper

  2. The Effect of Corruption on Investment Growth: Evidence from Firms in Latin America, Sub-Saharan Africa and Transition Countries.. (2008). Asiedu, Elizabeth ; Freeman, James.
    In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
    RePEc:kan:wpaper:200802.

    Full description at Econpapers || Download paper

  3. Non-linear adjustment of import prices in the European Union. (2008). Campa, Jose ; Sebastia, Maria ; Gonzalez, Jose M..
    In: IESE Research Papers.
    RePEc:ebg:iesewp:d-0734.

    Full description at Econpapers || Download paper

  4. Investment and firm dynamics. (2007). D'Erasmo, Pablo.
    In: MPRA Paper.
    RePEc:pra:mprapa:3598.

    Full description at Econpapers || Download paper

  5. The Impact of Uncertainty Shocks. (2007). bloom, nicholas.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13385.

    Full description at Econpapers || Download paper

  6. Uncertainty and the Dynamics of R&D. (2007). bloom, nicholas.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12841.

    Full description at Econpapers || Download paper

  7. Des contraintes aux contributions des investissements en R&D aux Etats-Unis. (2007). Paolucci, Franck.
    In: Documents de Travail de l'OFCE.
    RePEc:fce:doctra:0716.

    Full description at Econpapers || Download paper

  8. An Irreversible Investment Model with a Stochastic Production Capacity and Fixed Plus Proportional Adjustment Costs. (2007). Xepapadeas, Anastasios ; Kamarianakis, Yiannis.
    In: Working Papers.
    RePEc:crt:wpaper:0708.

    Full description at Econpapers || Download paper

  9. Irreversible Investment, Incremental Capital Accumulation, and Price Uncertainty. (2006). Alvarez, Luis ; Luis H. R. Alvarez E., .
    In: Discussion Papers.
    RePEc:tkk:dpaper:dp4.

    Full description at Econpapers || Download paper

  10. Foreign direct investment as an entry mode. An application in emerging economies. (2006). Sels, A. T. H., .
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:583ca9b5-1691-425d-8f77-044fad249e74.

    Full description at Econpapers || Download paper

  11. Uncertainty and Investment Dynamics. (2006). van Reenen, John ; bloom, nicholas ; Bond, Stephen.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12383.

    Full description at Econpapers || Download paper

  12. Uncertainty and Investment Dynamics. (2006). van Reenen, John ; bloom, nicholas ; Bond, Stephen.
    In: CEP Discussion Papers.
    RePEc:cep:cepdps:dp0739.

    Full description at Econpapers || Download paper

  13. The Impact of Uncertainty Shocks: Firm Level Estimation and a 9/11 Simulation. (2006). bloom, nicholas.
    In: CEP Discussion Papers.
    RePEc:cep:cepdps:dp0718.

    Full description at Econpapers || Download paper

  14. Equilibrium Investment and Asset Prices under Imperfect Corporate Control. (2005). KRISHNAMURTHY, ARVIND ; Gorton, Gary ; Dow, James.
    In: American Economic Review.
    RePEc:aea:aecrev:v:95:y:2005:i:3:p:659-681.

    Full description at Econpapers || Download paper

  15. Irreversible investment under interest rate variability: new results. (2004). Alvarez, Luis ; Luis H. R. Alvarez, ; Koskela, Erkki.
    In: Others.
    RePEc:wpa:wuwpot:0404007.

    Full description at Econpapers || Download paper

  16. A Rehabilitation of Economic Replacement Theory. (2003). Bitros, George ; Flytzanis, Elias .
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0303009.

    Full description at Econpapers || Download paper

  17. Uncertainty and the slowdown of capital accumulation in Europe. (2003). Schivardi, Fabiano ; Pagano, Patrizio ; Caselli, Paola.
    In: Applied Economics.
    RePEc:taf:applec:v:35:y:2003:i:1:p:79-89.

    Full description at Econpapers || Download paper

  18. Irreversible Investment under Interest Rate Variability: Some Generalizations. (2003). Alvarez, Luis ; Luis H. R. Alvarez, ; Koskela, Erkki.
    In: Discussion Papers.
    RePEc:rif:dpaper:841.

    Full description at Econpapers || Download paper

  19. The New Investment Theory and Aggregate Dynamics. (2003). Danziger, Leif.
    In: Review of Economic Dynamics.
    RePEc:red:issued:v:6:y:2003:i:4:p:907-940.

    Full description at Econpapers || Download paper

  20. Is lumpy investment relevant for the business cycle?. (2002). Thomas, Julia.
    In: Staff Report.
    RePEc:fip:fedmsr:302.

    Full description at Econpapers || Download paper

  21. Optimal partially reversible investment. (2002). Hartman, Richard ; Hendrickson, Michael.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:26:y:2002:i:3:p:483-508.

    Full description at Econpapers || Download paper

  22. Irreversible Investment under Interest Rate Variability: New Results. (2002). Alvarez, Luis ; Koskela, Erkki ; Alvarez, Luis H. R., .
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_640.

    Full description at Econpapers || Download paper

  23. Plant-Level Irreversible Investment and Equilibrium Business Cycles. (2002). Veracierto, Marcelo.
    In: American Economic Review.
    RePEc:aea:aecrev:v:92:y:2002:i:1:p:181-197.

    Full description at Econpapers || Download paper

  24. Estimation of a dynamic discrete choice model of irreversible investment. (2001). Sánchez-Mangas, Rocío ; Sanchez-Mangas, Rocio.
    In: DES - Working Papers. Statistics and Econometrics. WS.
    RePEc:cte:wsrepe:ws015628.

    Full description at Econpapers || Download paper

  25. On the Nature of Capital Adjustment Costs. (2000). Haltiwanger, John ; Cooper, Russell.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7925.

    Full description at Econpapers || Download paper

  26. Structural Models Involving Highly Dimensional Fixed Point Problems: An Asymptotically Efficient Two-Stage Estimator. (2000). Mira, Pedro ; Aguirregabiria, Victor.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:1702.

    Full description at Econpapers || Download paper

  27. Discovering the Link Between Uncertainty and Investment - Microeconometric Evidence from Germany. (2000). Siegfried, Nikolaus A ; Funke, Michael ; Boehm, Hjalmar.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0112.

    Full description at Econpapers || Download paper

  28. Optimal Investment Strategies under Demand and Tax Policy Uncertainty. (2000). Funke, Michael ; Boehm, Hjalmar.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_311.

    Full description at Econpapers || Download paper

  29. Optimal Partially Reversible Investment. (1999). Hartman, Richard ; Hendrickson, Michael.
    In: Discussion Papers in Economics at the University of Washington.
    RePEc:fth:washer:0032.

    Full description at Econpapers || Download paper

  30. Uncertainty, instability, and irreversible investment : theory, evidence, and lessons for Africa. (1997). Servén, Luis.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:1722.

    Full description at Econpapers || Download paper

  31. INVESTMENT IRREVERSIBILITY IN GENERAL EQUILIBRIUM: Capital Accumulation, Interest Rates, and the Risk Premium.. (1997). Faig, Miquel.
    In: Working Papers.
    RePEc:tor:tecipa:faig-97-01.

    Full description at Econpapers || Download paper

  32. Plant level irreversible investment and equilibrium business cycles. (1997). Veracierto, Marcelo.
    In: Discussion Paper / Institute for Empirical Macroeconomics.
    RePEc:fip:fedmem:115.

    Full description at Econpapers || Download paper

  33. Are data on industry evolution and gross job turnover relevant for macroeconomics?. (1996). Ohanian, Lee ; Khan, Aubhik ; Atkenson, Andrew.
    In: Carnegie-Rochester Conference Series on Public Policy.
    RePEc:eee:crcspp:v:44:y:1996:i::p:215-239.

    Full description at Econpapers || Download paper

  34. The Effects of Irreversibility and Uncertainty on Capital Accumulation. (1995). Eberly, Janice ; Abel, Andrew.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5363.

    Full description at Econpapers || Download paper

  35. Options, the Value of Capital, and Investment. (1995). Pindyck, Robert ; Eberly, Janice ; Dixit, Avinash ; Abel, Andrew.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5227.

    Full description at Econpapers || Download paper

  36. Options, the value of capital, and investment. (1995). Abel, Andrew.
    In: Working papers.
    RePEc:mit:sloanp:2592.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-09-12 09:39:58 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.