COMPANION WEB PAGE OF THE PAPER

“DYNAMIC DISCRETE CHOICE STRUCTURAL MODELS: A SURVEY”

BY VICTOR AGUIRREGABIRIA AND PEDRO MIRA

 

COMPUTER CODE

 


 

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)

o       ZIP ARCHIVE

 

        Arcidiacono and Jones / Arcidiacono and Miller: Sequential EM Algorithm

o       ZIP ARCHIVE

 

        Bajari, Benkard and Levin: BBL

o       ZIP ARCHIVE

 

        Imai, Jain and Ching: Bayesian Estimation

o       ZIP ARCHIVE

 

        Keane and Wolpin: Simulation and Interpolation

o       ZIP ARCHIVE

 

        Lee and Wolpin: Dynamic Competitive Equilibrium

o       ZIP ARCHIVE

 

        Pakes, Ostrovsky and Berry: Dynamic Oligopoly Entry-Exit Game

o       ZIP ARCHIVE

 

        Rust: Nested Fixed Point Algorithm (NFXP)

o       ZIP ARCHIVE