Jason Blevins’s Notebook
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Papers
Econometrics
Heckman and Honoré (1989)
: “The identifiability of the competing risks model”
Graham, Imbens, and Ridder (2006)
: “Complementarity and Aggregate Implications of Assortative Matching: A Nonparametric Analysis”
Aradillas-Lopez and Tamer (2007)
: “The Identification Power of Equilibrium in Games”
Industrial Organization
Melnikov (2001)
: “Demand for Differentiated Products: the Case of the U.S. Computer Printer Market”
Pakes (1986)
: “Patents as Options”
Statistics
Meinhold and Singpurwalla (1983)
: “Understanding the Kalman Filter”
Chib and Greenberg (1995)
: “Understanding the Metropolis-Hastings Algorithm”
Particle Filtering
Gordon, Salmond, and Smith (1993)
: “Novel approach to nonlinear/non-Gaussian Bayesian state estimation”
Pitt and Shephard (1999)
: “Filtering via Simulation: Auxiliary Particle Filters”
Crisan (2001)
: “Particle Filters - A Theoretical Perspective”
Doucet, de Freitas, and Gordon (2001)
: “An Introduction to Sequential Monte Carlo Methods”
Crisan, Del Moral, and Lyons (1999)
: “Discrete Filtering Using Branching and Interacting Particle Systems”
Notes
Econometrics
Simultaneous equations model
Full-information maximum likelihood
Limited-information maximum likelihood
Three-stage least squares
Maximum simulated likelihood
Airline Data
Airline Industry Datasets
Revised on March 9, 2008 12:55:19 by
Jason Blevins