Gregor Reich

University of Zurich - Department of Banking and Finance

Plattenstr 32

Zurich, 8032

Switzerland

SCHOLARLY PAPERS

7

DOWNLOADS

424

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (7)

1.

A Test of the Extreme Value Type I Assumption in the Bus Engine Replacement Model

Number of pages: 10 Posted: 21 Jan 2012
Stanford University - Department of Economics, Sciences Po - Department of Economics, University of Zurich - Department of Banking and Finance and University of Zurich - Department of Economics
Downloads 140 (206,850)

Abstract:

Loading...

Dynamic discrete choice, Extreme value type I

2.

Divide and Conquer: A New Approach to Dynamic Discrete Choice with Serial Correlation

Number of pages: 19 Posted: 25 Dec 2013
Gregor Reich
University of Zurich - Department of Banking and Finance
Downloads 71 (327,008)

Abstract:

Loading...

Dynamic discrete choice models, Numerical dynamic programming, Gaussian quadrature, Adaptive grids, Backward iteration

3.

Urns Filled with Bitcoins: New Perspectives on Proof-of-Work Mining

Number of pages: 30 Posted: 17 Jun 2019
University of Zurich - Department of Business Administration, University of Zurich - Department of Banking and Finance and University of Zurich
Downloads 66 (340,128)

Abstract:

Loading...

Bitcoin, Blockchain, Choice Models

4.

Adaptive Grids for the Estimation of Dynamic Models

Number of pages: 42 Posted: 27 Aug 2015
Gregor Reich and Ole Wilms
University of Zurich - Department of Banking and Finance and Tilburg School of Economics and Management
Downloads 65 (342,824)

Abstract:

Loading...

Dynamic discrete choice models, Adaptive Grids, Balanced Errors, Equioscillation

5.

Divide and Conquer: Recursive Likelihood Function Integration for Hidden Markov Models with Continuous Latent Variables

Number of pages: 56 Posted: 14 Jun 2016 Last Revised: 11 Nov 2017
Gregor Reich
University of Zurich - Department of Banking and Finance
Downloads 51 (385,321)

Abstract:

Loading...

Hidden Markov Models, Numerical Quadrature, Interpolation, Recursion

6.

Structural Estimation Using Parametric Mathematical Programming with Equilibrium Constraints and Homotopy Path Continuation

Number of pages: 45 Posted: 03 Jan 2019
Philipp Müller and Gregor Reich
University of Zurich - Department of Business Administration and University of Zurich - Department of Banking and Finance
Downloads 30 (472,786)

Abstract:

Loading...

structural estimation, parametric optimization, mathematical programming with equilibrium constraints, homotopy continuation, identification, multiplicity of equilibria

7.

Efficient Likelihood Ratio Confidence Intervals using Constrained Optimization

Number of pages: 16
Gregor Reich and Kenneth L. Judd
University of Zurich - Department of Banking and Finance and Stanford University - The Hoover Institution on War, Revolution and Peace
Downloads 1

Abstract:

Loading...