This web page contains computer code which implements methods for the estimation of discrete choice dynamic programming models (single agent models, competitive equilibrium models and dynamic games). These methods are reviewed (with more or less detail) in the survey paper “Dynamic Discrete Choice Structural Models: A Survey,” by Victor Aguirregabiria and Pedro Mira.
The computer programs included below have been generously provided by the authors of the methodological papers that first proposed each method. The authors have contributed ZIP files with programs and documentation (readme files), and in some case with datasets. We have just posted these ZIP files on this webpage.
· Aguirregabiria and Mira: Nested Pseudo Likelihood (NPL)
· Arcidiacono and Jones / Arcidiacono and Miller: Sequential EM Algorithm
· Bajari, Benkard and Levin: BBL
· Imai, Jain and Ching: Bayesian Estimation
· Keane and Wolpin: Simulation and Interpolation
· Lee and Wolpin: Dynamic Competitive Equilibrium
· Pakes, Ostrovsky and Berry: Dynamic Oligopoly Entry-Exit Game
· Rust: Nested Fixed Point Algorithm (NFXP)