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Results 1-10 of 30.
Year of PublicationTitleAuthor(s)
2017The endogenous grid method for discrete-continuous dynamic choice models with (or without) taste shocks
In: volume: 8, 2017, issue: 2, p. 317-365
Iskhakov, Fedor; Jørgensen, Thomas Høgholm; Rust, John; Schjerning, Bertel
2017How to solve dynamic stochastic models computing expectations just once
In: volume: 8, 2017, issue: 3, p. 851-893
Judd, Kenneth L.; Maliar, Lilia; Maliar, Serguei; Tsener, Inna
2017Tolerating defiance? Local average treatment effects without monotonicity
In: volume: 8, 2017, issue: 2, p. 367-396
de Chaisemartin, Clément
2017Precautionary saving and aggregate demand
In: volume: 8, 2017, issue: 2, p. 435-478
Challe, Edouard; Matheron, Julien; Ragot, Xavier; Rubio-Ramírez, Juan Francisco
2017Unbiased instrumental variables estimation under known first-stage sign
In: volume: 8, 2017, issue: 2, p. 479-503
Andrews, Isaiah; Armstrong, Timothy B.
2017A note on identifying heterogeneous sharing rules
In: volume: 8, 2017, issue: 1, p. 201-218
Chiappori, Pierre-André; Kim, Ju Hyun
2017Testing for fundamental vector moving average representations
In: volume: 8, 2017, issue: 1, p. 149-180
Chen, Bin; Choi, Jinho; Escanciano, Juan Carlos
2017A note on identification of discrete choice models for bundles and binary games
In: volume: 8, 2017, issue: 3, p. 1021-1036
Fox, Jeremy T.; Lazzati, Natalia
2017Identification of time and risk preferences in buy price auctions
In: volume: 8, 2017, issue: 3, p. 809-849
Ackerberg, Daniel A.; Hirano, Keisuke; Shahriar, Quazi
2017Demand heterogeneity in insurance markets: Implications for equity and efficiency
In: volume: 8, 2017, issue: 3, p. 929-975
Geruso, Michael