Bayesian Estimation of Dynamic Discrete Choice Models

By Susumu Imai, Neelam Jain, Andrew T. Ching. 2009

148 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Marketing

View Paper: https://www.semanticscholar.org/paper/90d4b258ff70e9efc686c9c9949587e3286e9150

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Citations in the corpus

Invited Paper - Learning Models: An Assessment of Progress, Challenges, and New Developments (2011, unknown): “rithm developed by Imai et al. (2009) and extended by Norets (2009)”
Structural models of complementary choices (2014, methodology): “3 Similar methods for dynamic discrete choice models include Ching et al. (2009), Norets (2009) and Gallant et al. (2013b). Mark Lett (2014) 25:245–256 251”
Learning from Experience. (2014, unknown): “22 lem cannot be solved optimally, hence researchers resort to approximate solutions (e.g., Keane and Wolpin 1994; Erdem and Keane 1996; Rust 1997a; Ackerberg 2003; Crawford and Shum 2006; Imai et al. 2009; Ching 2010; Ching et al. 2013b).”
Pseudo-likelihood estimation and bootstrap inference for structural discrete Markov decision models (2008, unknown): “sup 02 1 Pr 0(||DN(¯ ) D( 0)|| > ") = o(N c). Thus, (29) holds. Equation ( 28 ) holds if”
Dynamic Discrete Choice Structural Models: A Survey (2010, methodology): “This estimator is used by Jofre-Bonet and Pesendorfer (2003) and Pakes et al. (2007). Dunne et al.”
Semiparametric Inference in Dynamic Binary Choice Models, Second Version (2014, background): “See for example, Manski (2003), Imbens and Manski (2004), Chernozhukov, Hong, and Tamer (2007), Rosen (2008), Stoye (2009), Beresteanu and Molinari (2008), Romano and Shaikh (2010), Andrews and Soares (2010), Canay (2010), Bugni (2010), and Moon and Schorfheide (2012).”
Estimating Dynamic Models of Imperfect Competition (2004, unknown): “Manski and Tamer (2002) and Haile and Tamer (2003) use simulated annealing to sample the objective function and then construct one-dimensional bounds on the parameters.”