High Performance Quadrature Rules: How Numerical Integration Affects a Popular Model of Product Differentiation
By B. S. Skrainka, Kenneth L. Judd. 2011
83 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/9ab4b6f7a0eb368ef9061ab4904c08b8ce1e1ec5
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- Joaquim R. Martins
- Jan Peters
- Christopher R. Knittel
- Rhea Patricia Liem
- Gaetan K. W. Kenway
- Konstantinos Metaxoglou
- David Greene
- G. Boyd
In Finance
- Joaquim R. Martins
- Jan Peters
- Christopher R. Knittel
- Rhea Patricia Liem
- Gaetan K. W. Kenway
- Konstantinos Metaxoglou
Citations in the corpus
- Stability of Controllers for Gaussian Process Forward Models (2016, methodology): “The hyperparameters σ 2 n , σ 2 f , Λ are estimated by maximizing the log marginal likelihood of the data (Rasmussen & Williams, 2005).”
- Estimation of Random-Coefficient Demand Models: Two Empiricists' Perspective (2014, methodology): “We refer the reader to Lagarias et al. (1998) for the mechanics of the NelderMead simplex.”
- Expected drag minimization for aerodynamic design optimization based on aircraft operational data (2017, methodology): “Gauss–Hermite quadrature can be used to approximate the expectation integral via a change in variable when the integration variable is assumed to have a normal distribution [42].”