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[Rezension von: Lancaster, T., The econometric analysis of transition data]

Rust, John - In: Economica 59 (1992) 236, pp. 483-487

Persistent link: https://www.econbiz.de/10001345717

Estimation of dynamic structural models, problems and prospects : discrete decision processes

Rust, John - 1994

Persistent link: https://www.econbiz.de/10001327445

Structural estimation of Markov decision processes

Rust, John - 1994

Persistent link: https://www.econbiz.de/10001327595

Analysis of numerical errors

Peralta-Alva, Adrian; Santos Santos, Manuel - 2014

Persistent link: https://www.econbiz.de/10010366995

Analysis of numerical errors

Peralta-Alva, Adrian; Santos Santos, Manuel - 2012

Persistent link: https://www.econbiz.de/10009681262

Accuracy estimates for a numerical approach to stochastic growth models

Santos Santos, Manuel - 1995

Persistent link: https://www.econbiz.de/10000925675

Estimating discrete-continuous choice models : the endogenous grid method with taste shocks

Iskhakov, Fedor; Jørgensen, Thomas H.; Rust, John; … - 2015

Persistent link: https://www.econbiz.de/10011398855

Comment on "Constrained optimization approaches to estimation of structural models"

Iskhakov, Fedor; Lee, Jinhyuk; Rust, John; Schjerning, … - In: Econometrica : journal of the Econometric Society, an … 84 (2016) 1, pp. 365-370

Persistent link: https://www.econbiz.de/10011552255

Estimation of endogenously sampled time series : the case of commodity price speculation in the steel market

Hall, George J.; Rust, John - In: Journal of econometrics 222 (2021) 1,1, pp. 219-243

Persistent link: https://www.econbiz.de/10012619398

Econometric Methods for Endogenously Sampled Time Series : The Case of Commodity Price Speculation in the Steel Market

Hall, George - 2002

This paper studies the econometric problems associated with estimation of a stochastic process that is endogenously sampled. Our interest is to infer the law of motion of a discrete-time stochastic process {pt} that is observed only at a subset of times {t1,..., tn} that depend on the outcome of...

Persistent link: https://www.econbiz.de/10012469614