Search Results - "Blevins, Jason R"

Efficient and Convergent Sequential Pseudo-Likelihood Estimation of Dynamic Discrete Games by Dearing, Adam, Blevins, Jason R

“…Abstract We propose a new sequential Efficient Pseudo-Likelihood (к-EPL) estimator for dynamic discrete choice games of incomplete information. к-EPL considers…”
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Nested Pseudo likelihood estimation of continuous-time dynamic discrete games by Blevins, Jason R., Kim, Minhae

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Estimation of Dynamic Discrete Choice Models in Continuous Time with an Application to Retail Competition by ARCIDIACONO, PETER, BAYER, PATRICK, BLEVINS, JASON R., ELLICKSON, PAUL B.

“…This article develops a dynamic model of retail competition and uses it to study the impact of the expansion of a new national competitor on the structure of…”
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Sequential Monte Carlo Methods for Estimating Dynamic Microeconomic Models by Blevins, Jason R.

“…This paper develops estimators for dynamic microeconomic models with serially correlated unobserved state variables using sequential Monte Carlo methods to…”
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Firm Expansion, Size Spillovers, and Market Dominance in Retail Chain Dynamics by Blevins, Jason R., Khwaja, Ahmed, Yang, Nathan

“…We develop and estimate a dynamic game of strategic firm expansion and contraction decisions to study the role of firm size in future profitability and market…”
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IDENTIFYING RESTRICTIONS FOR FINITE PARAMETER CONTINUOUS TIME MODELS WITH DISCRETE TIME DATA by Blevins, Jason R.

“…This paper revisits the question of parameter identification when a linear continuous time model is sampled only at equispaced points in time. Following the…”
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A DYNAMIC DISCRETE CHOICE MODEL OF REVERSE MORTGAGE BORROWER BEHAVIOR by Blevins, Jason R., Shi, Wei, Haurin, Donald R., Moulton, Stephanie

“…Using unique data on reverse mortgage borrowers in the Home Equity Conversion Mortgage (HECM) program, we semiparametrically estimate a dynamic discrete choice…”
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Nonparametric identification of dynamic decision processes with discrete and continuous choices by Blevins, Jason R

“…This paper establishes conditions for nonparametric identification of dynamic optimization models in which agents make both discrete and continuous choices. We…”
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STRUCTURAL ESTIMATION OF SEQUENTIAL GAMES OF COMPLETE INFORMATION by Blevins, Jason R.

“…In models of strategic interaction, there may be important order of entry effects if one player can credibly commit to an action (e.g., entry) before other…”
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Non-standard rates of convergence of criterion-function-based set estimators for binary response models by Blevins, Jason R.

“…This paper establishes consistency and non-standard rates of convergence for set estimators based on contour sets of criterion functions for a semi-parametric…”
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Dynamic selection and distributional bounds on search costs in dynamic unit-demand models by Blevins, Jason R, Senney, Garrett T

“…This paper develops a dynamic model of consumer search that, despite placing very little structure on the dynamic problem faced by consumers, allows us to…”
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Distribution-Free Estimation of Heteroskedastic Binary Response Models in Stata by Blevins, Jason R., Khan, Shakeeb

“…In this article, we consider two recently proposed semiparametric estimators for distribution-free binary response models under a conditional median…”
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Local NLLS estimation of semi-parametric binary choice models by Blevins, Jason R., Khan, Shakeeb

“…In this paper, non-linear least squares (NLLS) estimators are proposed for semiparametric binary response models under conditional median restrictions. The…”
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Nonparametric identification of dynamic decision processes with discrete and continuous choices: Identification of dynamic decision processes by Blevins, Jason R.

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Leveraging Uniformization and Sparsity for Computation of Continuous Time Dynamic Discrete Choice Games by Blevins, Jason R

“…Continuous-time formulations of dynamic discrete choice games offer notable computational advantages, particularly in modeling strategic interactions in…”
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Efficient and Convergent Sequential Pseudo-Likelihood Estimation of Dynamic Discrete Games by Dearing, Adam, Blevins, Jason R

“…We propose a new sequential Efficient Pseudo-Likelihood (k-EPL) estimator for dynamic discrete choice games of incomplete information. k-EPL considers the…”
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Nested Pseudo Likelihood Estimation of Continuous-Time Dynamic Discrete Games by Blevins, Jason R, Kim, Minhae

“…We introduce a sequential estimator for continuous time dynamic discrete choice models (single-agent models and games) by adapting the nested pseudo likelihood…”
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Essays in industrial organization and econometrics by Blevins, Jason R

“…This dissertation consists of three chapters relating to identification and inference in dynamic microeconometric models including dynamic discrete games with…”
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Essays in industrial organization and econometrics by Blevins, Jason R

“…This dissertation consists of three chapters relating to identification and inference in dynamic microeconometric models including dynamic discrete games with…”
Get full text