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pro vyhledávání: '"Moon, Jong Myun"'
We propose to combine smoothing, simulations and sieve approximations to solve for either the integrated or expected value function in a general class of dynamic discrete choice (DDC) models. We use importance sampling to approximate the Bellman oper
Externí odkaz:
http://arxiv.org/abs/1904.05232
Publikováno v:
In Journal of Econometrics August 2021 223(2):328-360
Autor:
Beare, Brendan K., Moon, Jong-Myun
Publikováno v:
Econometric Theory, 2015 Jun 01. 31(3), 471-492.
Externí odkaz:
http://www.jstor.org/stable/24537627
Autor:
Moon, Jong-Myun
Publikováno v:
Moon, Jong-Myun. (2014). Essays in Econometrics /. UC San Diego: Retrieved from: http://www.escholarship.org/uc/item/18k39585
Chapter 1 studies transformation models T₀(Y)=Xʹ[beta]₀ + [epsilon] with an unknown monotone transformation T₀. Our focus is on the identification and estimation of [beta]₀, leaving the specification of T₀ and the distribution of [epsilon]
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______325::762c2ed8bf41ac14a3ba7d558e47d6ca
http://n2t.net/ark:/20775/bb4131256b
http://n2t.net/ark:/20775/bb4131256b
Autor:
Beare, Brendan K., Moon, Jong-Myun
Publikováno v:
Beare, Brendan K.; & Moon, Jong-Myun. (2012). Testing the concavity of an ordinaldominance curve. UC San Diego: Department of Economics, UCSD. Retrieved from: http://www.escholarship.org/uc/item/6qg1f8ms
We study the asymptotic properties of a class of statistics used for testing the null hypothesis that an ordinal dominance curve is concave. The statistics are based on the Lp-distance between the empirical ordinal dominance curve and its least conca
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::18dc641547cb003d9ab340d7436cef09
http://www.escholarship.org/uc/item/6qg1f8ms
http://www.escholarship.org/uc/item/6qg1f8ms