Continuity and differentiability of expected value functions in dynamic discrete choice models
نویسندگان
چکیده
منابع مشابه
Interpolating Value Functions in Discrete Choice Dynamic Programming Models
Structural discrete choice dynamic programming models have been shown to be a valuable tool for analyzing a wide range of economic behavior. A major limitation on the complexity and applicability of these models is the computational burden associated with computing the high dimensional integrals that typically characterize an agents decision rules. This paper develops a regression based approa...
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ژورنال
عنوان ژورنال: Quantitative Economics
سال: 2010
ISSN: 1759-7323
DOI: 10.3982/qe41