Structural Estimation Algorithms for Dynamic Choice and Equilibrium Models

动态选择和均衡模型的结构估计算法

• 批准号: 8721199
• 负责人: John Rust
• 金额: $ 7.97万
• 依托单位: University of Wisconsin-Madison
• 依托单位国家: 美国
• 项目类别: Standard Grant
• 财政年份: 1988
• 资助国家: 美国
• 起止时间: 1988-02-01 至 1991-01-31
• 项目状态: 已结题
• 来源: https://www.nsf.gov/awardsearch/showAward?AWD_ID=8721199&HistoricalAwards=false
• 关键词: Structural; Estimation; Algorithms; Dynamic; Choice

This award is for continued research on the development and application of computational methods for estimating microeconomic decision models. Under the previous grant the investigator has made significant contributions to the development of computational methods and has produced several useful applications. He has also produced several computer programs which have proved valuable to other researchers working on related issues. The project will pursue a number of different, but related topics. Among these are: (1) Empirical applications and software implementation of estimation algorithms for dynamic choice and equilibrium models; (2) Extending the algorithms to handle continuous choice variables; (3) The development of algorithms for estimating general equilibrium models. This research is important because it will contribute to a deeper understanding of microeconomic decision process, as well as pointing toward new directions for estimating general equilibrium models.

该奖项旨在继续研究计算方法来估计微观经济决策模型的开发和应用。 根据先前的赠款，调查人员为计算方法的发展做出了重大贡献，并产生了几种有用的应用。 他还制作了几个计算机程序，这些计算机程序已证明对研究相关问题的其他研究人员很有价值。 该项目将追求许多不同但相关的主题。 其中包括：（1）动态选择和平衡模型的估计算法的经验应用和软件实施； （2）扩展算法以处理连续选择变量； （3）开发用于估计一般平衡模型的算法。 这项研究很重要，因为它将有助于更深入地了解微观经济决策过程，并指向估计一般平衡模型的新方向。