1. Consistency Properties of a Simulation-Based Estimator for Dynamic Processes. (2007). Santos, Manuel.
   In: Working Papers.
   RePEc:mia:wpaper:0705.

   Full description at Econpapers || Download paper

2. Parametric continuity of stationary distributions. (2007). Stachurski, John ; LE VAN, CUONG.
   In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
   RePEc:hal:cesptp:halshs-00101157.

   Full description at Econpapers || Download paper

1. [1] Aguirregabiria, V. and P. Mira (2004). âSequential Estimation of Dynamic Discrete Gamesâ. Mimeo, Boston University.

2. [10] FernÃndez-Villaverde, J. and J. Rubio-RamÃrez (2003). âComparing Dynamic Equilibrium Models to Data: A Bayesian Approachâ. Journal of Econometrics, forthcoming.

3. [11] FernÃndez-Villaverde, J. and J. Rubio-RamÃrez (2004a). âEstimating Nonlinear Dynamic Equilibrium Economies: a Likelihood Approachâ. Penn Institute for Economic Research Working Paper 04-001. University of Pennsylvania.

4. [12] FernÃndez-Villaverde, J. and J. Rubio-RamÃrez (2004b). âEstimating Dynamic Equilibrium Economies: Linear versus Nonlinear Likelihoodâ. Journal of Applied Econometrics, forthcoming.

5. [13] FernÃndez-Villaverde, J. and J. Rubio-RamÃrez (2004c). âSome Results on the Solution of the Neoclassical Growth Modelâ. Penn Institute for Economic Research Working Paper 04-002. University of Pennsylvania.

6. [14] Ferrall, C. (1997). âUnemployment Insurance Eligibility and the Transition from School to Work in Canada and the United Statesâ. Journal of Business and Economic Statistics 15, 115-129.

7. [15] Flinn, C.C. and J. Heckman (1982). âNew Methods for Analyzing Structural Models of Labor Force Dynamicsâ. Journal of Econometrics 18, 115-168.

8. [16] Foley, D. and M. Hellwig (1975). âAsset Management with Trading Uncertaintyâ. Review of Economic Studies 42, 327-346.

9. [17] Geweke, J. (1998). âUsing Simulation Methods for Bayesian Econometric Models: Inference, Development and Communicationâ. Federal Reserve Bank of Minneapolis Sta Report 249.

10. [18] Gilleskie, D.B. (1998). âA Dynamic Stochastic Model of Medical Care Use and Work Absenceâ. Econometrica 66, 1-45.

11. [19] GouriÃroux, C. and A. Monfort (1996). Simulation-Based Econometric Methods. Oxford University Press.
    Paper not yet in RePEc: Add citation now
    
12. [2] Apostol, T.M. (1974). Mathematical Analysis, 2nd edition. Addison Wesley.
    Paper not yet in RePEc: Add citation now
    

13. [20] Ireland, P. (2002). âTechnology Shocks in the New Keynesian Modelâ. Mimeo, Boston College.

14. [21] Jofre-Bonet, M. and M. Pesendorfer (2003). âEstimation of a Dynamic Auction Gameâ. Econometrica 71, 1443-1489.

15. [22] Judd, K.L. (1998). Numerical Methods in Economics. MIT Press.

16. [23] Keane, M.P. and K.I. Wolpin (1997). âThe Career Decisions of Young Menâ. Journal of Political Economy 105, 473-522.

17. [24] Keane, M.P. and R. Mo tt (1998). âA Structural Model of Multiple Welfare Program Participation and Labor Supplyâ. International Economic Review 39, 553-589.

18. [25] Landon-Lane, J. (1999). âBayesian Comparison of Dynamic Macroeconomic Modelsâ. Ph. D. Thesis, University of Minnesota.
    Paper not yet in RePEc: Add citation now
    
19. [26] Lubik, T. and F. Schorfheide (2003). âDo Central Banks Respond to Exchange Rates? A Structural Investigationâ. Mimeo, University of Pennsylvania.
    Paper not yet in RePEc: Add citation now
    

20. [27] Lubik, T. and F. Schorfheide (2004). âTesting for Indeterminacy: An Application to U.S. Monetary Policyâ. American Economic Review 94, 190-217.

21. [28] Mas-Colell, A. (1985). The Theory of General Economic Equilibrium: A DiÂerentiable Approach. Econometric Society Monographs, Cambridge University Press.

22. [29] McGrattan, E.R. (1999). âApplication of Weighted Residuals Methods to Dynamic Economic Modelsâin R. Marimón and A. Scott (eds.) Computational Methods for the Study of Dynamic Economies. Oxford University Press.

23. [3] Collard, F. and M. Juillard (2001). âPerturbation Methods for Rational Expectations Modelsâ. Mimeo, CEPREMAP.
    Paper not yet in RePEc: Add citation now
    

24. [30] McGrattan, E., R. Rogerson, and R. Wright (1997). âAn Equilibrium Model of the Business Cycle with Household Production and Fiscal Policyâ. International Economic Review 33, 573-601.

25. [31] Miller, R.A. (1984). âJob Matching and Occupational Choiceâ. Journal of Political Economy 92, 1086-1120.

26. [32] Otrok, C. (2001). âOn Measuring the Welfare Cost of Business Cyclesâ. Journal of Monetary Economics 47, 61-92.

27. [33] Pakes, A. (1986). âPatents as Options: Some Estimates of the Value of Holding European Patent Stocksâ. Econometrica 54, 755-785.

28. [34] Pakes, A. and D. Pollard (1989). âSimulation and the Asymptotics of Optimization Estimatorsâ. Econometrica 57, 1027-1057.

29. [35] Pakes, A., M. Ostrovsky and S. Berry (2004). âSimple Estimators for the Parameters of Discrete Dynamic Games (with Entry/Exit Examples)â. Mimeo, Harvard University.

30. [36] Rabanal, P. and J. Rubio-RamÃrez (2003). âComparing New Keynesian Models of the Business Cycle: a Bayesian Approachâ. Federal Reserve Bank of Atlanta Working Paper 2003-30.

31. [38] Rust, J. (1987). âOptimal Replacement of GMC Bus Engines: An Empirical Model of Harold Zurcherâ. Econometrica 55, 999-1033.

32. [39] Rust, J. and C. Phelan (1997). âHow Social Security and Medicare AÂect Retirement Behavior In a World of Incomplete Marketsâ. Econometrica 65, 781-831.

33. [4] Bajari, P., H. Hong and S. Ryan (2004). âIdentiâcation and Estimation of Discrete Games of Complete Informationâ. Mimeo, Duke University.

34. [40] Sanghvi, A.P. and M.J. Sobel (1976). âBayesian Games as Stochastic Processesâ. International Journal of Game Theory 5, 1-22.
    Paper not yet in RePEc: Add citation now
    

35. [41] Santos, M.S. (2000). âAccuracy of Numerical Solutions Using the Euler Equation Residuals â. Econometrica 68, 1377-1402.

36. [42] Santos, M.S. (2003). âSimulation-Based Estimation of Dynamic Models with Continuous Equilibrium Solutionsâ. Mimeo, Arizona State University.

37. [43] Santos, M.S. and A. Peralta-Alva (2003). âAccuracy of Simulations for Stochastic Dynamic Modelsâ. Mimeo, Arizona State University.

38. [44] Santos, M.S. and J. Vigo (1998). âAnalysis of Error for a Dynamic Programming Algorithm â. Econometrica 66, 409-426.
    Paper not yet in RePEc: Add citation now
    

39. [45] Sargent, T.J. (1989). âTwo Models of Measurements and the Investment Acceleratorâ. Journal of Political Economy 97, 251-287.

40. [46] Schenk-HoppÃ, K.R. and B. Schmalfuss (2001). âRandom Fixed-Points in a Stochastic Solow Growth Modelâ. Journal of Mathematical Economics 36, 19-30.

41. [47] Schmalensee, R. (1975). âAlternative Models of Bandit Selectionâ. Journal of Economic Theory 10, 333-342.

42. [48] Schorfheide, F. (2000). âLoss Function-Based Evaluation of DGSE Modelsâ. Journal of Applied Econometrics 15, 645-670.
    Paper not yet in RePEc: Add citation now
    
43. [49] Smets, F. and R. Wouters (2003). âShocks and Frictions in US Business Cycle Fluctuations: A Bayesian DSGE Approachâ. Mimeo, European Central Bank.
    Paper not yet in RePEc: Add citation now
    

44. [5] Daula, T. and R. Mo tt (1995). âEstimating Dynamic Models of Quit Behavior: The Case of Military Reenlistmentâ. Journal of Labor Economics 13, 499-523.

45. [50] Stenâo, O. (2001). âErgodic Theorems for Markov Chains Represented by Iterated Function Systemsâ. Bulletin of the Polish Academy of Sciences: Mathematics 49, 27-43.
    Paper not yet in RePEc: Add citation now
    
46. [51] Stokey, N.L., R.E. Lucas and E.C. Prescott (1989). Recursive Methods in Economic Dynamics. Harvard University Press.
    Paper not yet in RePEc: Add citation now
    

47. [52] Vuong, Q.H. (1989). âLikelihood Ratio Test for Model Selection and Non-Nested Hypothesis â. Econometrica 57, 307-333.

48. [53] Wolpin, K.I. (1984). âAn Estimable Dynamic Stochastic Model of Fertility and Child Mortalityâ. Journal of Political Economy 92, 852-874.

49. [6] DeJong, D.N., B.F. Ingram, and C.H. Whiteman (2000). âA Bayesian Approach to Dynamic Macroeconomicsâ. Journal of Econometrics 98, 203-223.

50. [7] Dib, A. (2001). âAn Estimated Canadian DSGE Model with Nominal and Real Rigidities â. Bank of Canada Working Paper 2001-26.

51. [8] DieudonnÃ, J. (1960). Treatise on Analysis: volume 1. Academic Press.
    Paper not yet in RePEc: Add citation now
    

52. [9] Ellison, G. and D. Fudenberg (1993). âRules of Thumb for Social Learningâ. Journal of Political Economy 101, 612-643.

1. Nonlinear Panel Data Methods for Dynamic Heterogeneous Agent Models. (2017). Bonhomme, Stéphane ; Arellano, Manuel.
   In: Working Papers.
   RePEc:cmf:wpaper:wp2017_1703.

   Full description at Econpapers || Download paper

2. Discretizing Nonlinear, Non-Gaussian Markov Processes with Exact Conditional Moments. (2016). Toda, Alexis Akira ; Farmer, Leland.
   In: MPRA Paper.
   RePEc:pra:mprapa:78981.

   Full description at Econpapers || Download paper

3. Dynamic Demand Estimation in Auction Markets. (2016). Lewis, Gregory ; Backus, Matthew.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:22375.

   Full description at Econpapers || Download paper

4. Nonlinear Panel Data Methods for Dynamic Heterogeneous Agent Models. (2016). Bonhomme, Stéphane ; Arellano, Manuel.
   In: Working Papers.
   RePEc:cmf:wpaper:wp2016_1607.

   Full description at Econpapers || Download paper

5. Costs of Managerial Attention and Activity as a Source of Sticky Prices: Structural Estimates from an Online Market. (2016). Snyder, Christopher ; Ellison, Sara ; Zhang, Hongkai.
   In: CESifo Working Paper Series.
   RePEc:ces:ceswps:_6285.

   Full description at Econpapers || Download paper

6. Committees and Status Quo Bias: Structural Evidence from a Randomized Field Experiment. (2014). Gole, Tom ; Quinn, Simon.
   In: Economics Series Working Papers.
   RePEc:oxf:wpaper:733.

   Full description at Econpapers || Download paper

7. Dynamic Spatial Competition Between Multi-Store Firms. (2012). Aguirregabiria, Victor ; Vicentini, Gustavo.
   In: Working Papers.
   RePEc:tor:tecipa:tecipa-457.

   Full description at Econpapers || Download paper

8. Semiparametric Analysis of Binary Games of Incomplete Information. (2012). Xu, Haiqing ; Liu, Nianqing.
   In: Department of Economics Working Papers.
   RePEc:tex:wpaper:130911.

   Full description at Econpapers || Download paper

9. Estimating a Model of Strategic Network Choice: The Convenience-Store Industry in Okinawa. (2012). Nishida, Mitsukuni.
   In: Economics Working Paper Archive.
   RePEc:jhu:papers:594.

   Full description at Econpapers || Download paper

10. Econometric analysis of games with multiple equilibria. (2012). de Paula, Aureo.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:29/12.

    Full description at Econpapers || Download paper

11. Bayesian Estimation of a Dynamic Game with Endogenous, Partially Observed, Serially Correlated State. (2012). Gallant, A. ; Hong, Han ; Khwaja, Ahmed.
    In: Working Papers.
    RePEc:duk:dukeec:12-01.

    Full description at Econpapers || Download paper

12. Does Reducing Spatial Differentiation Increase Product Differentiation Effects of Zoning on Retail Entry and Format Variety. (2012). Datta, Sumon ; Sudhir, K..
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1851.

    Full description at Econpapers || Download paper

13. Do Referrals Lead to Better Matches? Evidence from a Firms Employee. (2011). topa, giorgio ; Brown, Meta ; Setren, Elizabeth.
    In: 2011 Meeting Papers.
    RePEc:red:sed011:711.

    Full description at Econpapers || Download paper

14. Menu Costs and Dynamic Duopoly. (2011). Kano, Kazuko.
    In: MPRA Paper.
    RePEc:pra:mprapa:38909.

    Full description at Econpapers || Download paper

15. Sequential Monte Carlo Methods for Estimating Dynamic Microeconomic Models. (2011). Blevins, Jason.
    In: Working Papers.
    RePEc:osu:osuewp:11-01.

    Full description at Econpapers || Download paper

16. A practical asymptotic variance estimator for two-step semiparametric estimators. (2011). Hahn, Jinyong ; Chen, Xiaohong ; Ackerberg, Daniel.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:22/11.

    Full description at Econpapers || Download paper

17. The empirical content of models with multiple equilibria in economies with social interactions. (2011). topa, giorgio ; Moro, Andrea ; Bisin, Alberto.
    In: Staff Reports.
    RePEc:fip:fednsr:504.

    Full description at Econpapers || Download paper

18. Does the fourth entrant make any difference?: Entry and competition in the early U.S. broadband market. (2011). Xiao, Mo ; Orazem, Peter.
    In: International Journal of Industrial Organization.
    RePEc:eee:indorg:v:29:y:2011:i:5:p:547-561.

    Full description at Econpapers || Download paper

19. Prevention of Competition by Competition Law: Evidence from Unbundling Regulation on Fiber-Optic Networks in Japan. (2011). Minamihashi, Naoaki.
    In: ISER Discussion Paper.
    RePEc:dpr:wpaper:0804.

    Full description at Econpapers || Download paper

20. Asymptotic Variance Estimator for Two-Step Semiparametric Estimators. (2011). Hahn, Jinyong ; Chen, Xiaohong ; Ackerberg, Daniel.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1803.

    Full description at Econpapers || Download paper

21. Estimating Dynamic Discrete Choice Models with Hyperbolic Discounting, with an Application to Mammography Decisions. (2010). Fang, Hanming ; Wang, Yang.
    In: PIER Working Paper Archive.
    RePEc:pen:papers:10-033.

    Full description at Econpapers || Download paper

22. Estimating Dynamic Discrete Choice Models with Hyperbolic Discounting, with an Application to Mammography Decisions. (2010). Fang, Hanming ; Wang, Yang.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16438.

    Full description at Econpapers || Download paper

23. Spatial competition with endogenous location choices: An application to discount retailing. (2009). Singh, Vishal ; Zhu, Ting.
    In: Quantitative Marketing and Economics (QME).
    RePEc:kap:qmktec:v:7:y:2009:i:1:p:1-35.

    Full description at Econpapers || Download paper

24. Predatory reputation in US airline markets. (2009). Kim, Sung-Hwan.
    In: International Journal of Industrial Organization.
    RePEc:eee:indorg:v:27:y:2009:i:5:p:592-604.

    Full description at Econpapers || Download paper

25. A Dynamic Quality Ladder Model with Entry and Exit: Exploring the Equilibrium Correspondence Using the Homotopy Method. (2009). Kryukov, Yaroslav ; Doraszelski, Ulrich ; Borkovsky, Ron N..
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7560.

    Full description at Econpapers || Download paper

26. A Theory of Regular Markov Perfect Equilibria\\in Dynamic Stochastic Games: Genericity, Stability, and Purification. (2008). Escobar, Juan ; Doraszelski, Ulrich.
    In: 2008 Meeting Papers.
    RePEc:red:sed008:453.

    Full description at Econpapers || Download paper

27. Government Leasing Policy and the Multi-Stage Investment Timing Game in Offshore Petroleum Production. (2007). Lin Lawell, C.-Y. Cynthia ; Leighty, Wayne ; Lin, C.-Y. Cynthia, .
    In: Institute of Transportation Studies, Working Paper Series.
    RePEc:cdl:itsdav:qt1rj6v4df.

    Full description at Econpapers || Download paper

28. Government Leasing Policy and the Multi-Stage Investment Timing Game in Offshore Petroleum Production. (2007). Lin Lawell, C.-Y. Cynthia ; Leighty, Wayne ; Lin, C.-Y. Cynthia, .
    In: Institute of Transportation Studies, Working Paper Series.
    RePEc:cdl:itsdav:qt0x81x3jp.

    Full description at Econpapers || Download paper

29. Nonparametric Identification and Estimation of Finite Mixture Models of Dynamic Discrete Choices. (2006). Shimotsu, Katsumi ; Kasahara, Hiroyuki.
    In: University of Western Ontario, Departmental Research Report Series.
    RePEc:uwo:uwowop:20065.

    Full description at Econpapers || Download paper

30. Dynamic Spatial Competition Between Multi-Store Firms. (2006). Vicentini, Gustavo ; Aguirregabiria, Victor.
    In: Working Papers.
    RePEc:tor:tecipa:tecipa-253.

    Full description at Econpapers || Download paper

31. Demand Fluctuations and Plant Turnover in the Ready-Mix Concrete Industry. (2006). Collard-Wexler, Allan.
    In: Working Papers.
    RePEc:ste:nystbu:06-25.

    Full description at Econpapers || Download paper

32. Nonparametric Identification And Estimation Of Finite Mixture Models Of Dynamic Discrete Choices. (2006). Shimotsu, Katsumi ; Kasahara, Hiroyuki.
    In: Working Paper.
    RePEc:qed:wpaper:1092.

    Full description at Econpapers || Download paper

33. Interpolating Value Functions in Discrete Choice Dynamic Programming Models. (2006). Sullivan, Paul.
    In: MPRA Paper.
    RePEc:pra:mprapa:864.

    Full description at Econpapers || Download paper

34. Estimation of quantity games in the presence of indivisibilities and heterogeneous firms. (2006). Davis, Peter.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:134:y:2006:i:1:p:187-214.

    Full description at Econpapers || Download paper

35. Flat Tax Reforms in the U.S.: A Boon for the Income Poor. (2006). Pijoan-Mas, Josep ; Diaz-Gimenez, Javier.
    In: Working Papers.
    RePEc:cmf:wpaper:wp2006_0611.

    Full description at Econpapers || Download paper

36. Hot and Cold Housing Markets: International Evidence. (2006). Suarez, Javier ; Ceron, Jose.
    In: Working Papers.
    RePEc:cmf:wpaper:wp2006_0603.

    Full description at Econpapers || Download paper

37. R&D in the Pharmaceutical Industry: A World of Small Innovations. (2006). Llobet, Gerard ; Ganuza, Juan-Jose ; Dominguez, Beatriz.
    In: Working Papers.
    RePEc:cmf:wpaper:wp2006_0601.

    Full description at Econpapers || Download paper

38. Plant Turnover and Demand Fluctuations in the Ready-Mix Concrete Industry. (2006). Collard-Wexler, Allan.
    In: Working Papers.
    RePEc:cen:wpaper:06-08.

    Full description at Econpapers || Download paper

39. A Genetic Algorithm for the Structural Estimation of Games with Multiple Equilibria. (2005). Mira, Pedro ; Aguirregabiria, Victor.
    In: Econometrics.
    RePEc:wpa:wuwpem:0502017.

    Full description at Econpapers || Download paper

40. The Dynamics of Retail Oligopolies. (2005). Ellickson, Paul ; Beresteanu, Arie ; Arie, Beresteanu.
    In: 2005 Meeting Papers.
    RePEc:red:sed005:829.

    Full description at Econpapers || Download paper

41. Coordination Games, Multiple Equilibria and the Timing of Radio Commercials. (2005). Sweeting, Andrew.
    In: 2005 Meeting Papers.
    RePEc:red:sed005:490.

    Full description at Econpapers || Download paper

42. Recent Advances in Structural Econometric Modeling: Dynamics, Product Positioning and Entry. (2005). Villas-Boas, J. Miguel ; Viard, V. ; Fox, Jeremy ; draganska, michaela ; Crawford, Gregory ; Ching, Andrew ; Vilcassim, Naufel ; Sudhir, K. ; Dube, Jean-Pierre ; Hitsch, Gunter ; Hartmann, Wesley .
    In: Marketing Letters.
    RePEc:kap:mktlet:v:16:y:2005:i:3:p:209-224.

    Full description at Econpapers || Download paper

43. Persistence Effects in a Dynamic Discrete Choice Model - Application to Low-End Computer Servers. (2005). Lorincz, Szabolcs.
    In: CERS-IE WORKING PAPERS.
    RePEc:has:discpr:0510.

    Full description at Econpapers || Download paper

44. Regulation and Opportunism: How Much Activism Do We Need?. (2005). Llobet, Gerard ; Calveras, Aleix ; Ganuza, Juan-Jose.
    In: Working Papers.
    RePEc:cmf:wpaper:wp2005_0508.

    Full description at Econpapers || Download paper

45. Convergence Properties of the Likelihood of Computed Dynamic Models. (2005). Santos, Manuel ; Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus.
    In: Levine's Bibliography.
    RePEc:cla:levrem:122247000000000822.

    Full description at Econpapers || Download paper

46. Convergence Properties of the Likelihood of Computed Dynamic Models. (2004). Santos, Manuel ; Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus.
    In: PIER Working Paper Archive.
    RePEc:pen:papers:04-034.

    Full description at Econpapers || Download paper

47. Convergence properties of the likelihood of computed dynamic models. (2004). Santos, Manuel ; Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2004-27.

    Full description at Econpapers || Download paper

48. Pseudo maximum likelihood estimation of structural models involving fixed-point problems. (2004). Aguirregabiria, Victor.
    In: Economics Letters.
    RePEc:eee:ecolet:v:84:y:2004:i:3:p:335-340.

    Full description at Econpapers || Download paper

49. Economic and Regulatory Capital. What Is the Difference?. (2004). Repullo, Rafael ; Elizalde, Abel.
    In: Working Papers.
    RePEc:cmf:wpaper:wp2004_0422.

    Full description at Econpapers || Download paper

50. A Semiparametric Estimator for Dynamic Optimization Models. (2001). Shum, Matthew ; Hong, Han.
    In: Economics Working Paper Archive.
    RePEc:jhu:papers:461.

    Full description at Econpapers || Download paper

Report date: 2025-09-12 09:32:18 || Missing content? Let us know