From static towards dynamic discrete choice modelling
نویسندگان
چکیده
منابع مشابه
Dynamic Discrete Choice and Dynamic Treatment Effects
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IN THIS SECTION, we discuss the implementation details for MPEC and NFP applied to the BLP demand estimation problem. For a gradient-based solver to perform effectively, researchers need to provide the first-order and secondorder closed-form derivatives along with their respective sparsity patterns. Without this additional information, both MPEC and NFP may fail to converge or may require consi...
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ژورنال
عنوان ژورنال: Regional Science and Urban Economics
سال: 1987
ISSN: 0166-0462
DOI: 10.1016/0166-0462(87)90066-4