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Structural econometric models /
This volume of Advances in Econometrics focuses on recent developments in the use of structural econometric models in empirical economics. The papers in this volume are divided in to three broad groups. The first part looks at recent developments in the estimation of dynamic discrete choice models....
| Clasificación: | Libro Electrónico |
|---|---|
| Autores principales: | , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
[Bingley] United Kingdom :
Emerald,
2013.
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| Edición: | First edition. |
| Colección: | Advances in econometrics ;
v. 31. |
| Temas: | |
| Acceso en línea: | Texto completo Texto completo |
Tabla de Contenidos:
- Euler equations for the estimation of dynamic discrete choice structural models
- Approximating high-dimensional dynamic models: sieve value function iteration
- Identifying dynamic games with serially correlated unobservables
- Partial identification in two-sided matching models
- Identification of matching complementarities: a geometric viewpoint
- Comparative static and computational methods for an empirical one-to-one transferable utility matching model
- A test for monotone comparative statics
- Estimating supermodular games using rationalizable strategies
- Estimation of the loan spread equation with endogenous bank-firm matching
- The collective marriage matching model: identification, estimation, and testing
- Deflation in durable goods markets: an empirical model of the Tokyo condominium market
- A dynamic analysis of the U.S. cigarette market and antismoking policies.