Gregor Reich

Norwegian School of Economics (NHH) - Department of Strategy and Management

Breiviksveien 40

N-5045 Bergen

Norway

SCHOLARLY PAPERS

9

DOWNLOADS

720

SSRN CITATIONS

7

CROSSREF CITATIONS

1

Scholarly Papers (9)

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, Norwegian School of Economics (NHH) - Department of Strategy and Management and University of Zurich - Department of Economics
Downloads 159 (222,552)

Abstract:

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Dynamic discrete choice, Extreme value type I

2.

A Note on the Non-Proportionality of Winning Probabilities in Bitcoin

Number of pages: 18 Posted: 17 Jun 2019 Last Revised: 19 Feb 2021
Copenhagen Business School, Norwegian School of Economics (NHH) - Department of Strategy and Management and IMD Lausanne
Downloads 131 (260,184)

Abstract:

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Bitcoin, Blockchain, Choice Models

3.

Adaptive Grids for the Estimation of Dynamic Models

HEC Paris Research Paper No. MKG-2020-1383
Number of pages: 62 Posted: 18 Sep 2020 Last Revised: 21 Sep 2020
Andreas Lanz, Gregor Reich and Ole Wilms
HEC Paris - Marketing, Norwegian School of Economics (NHH) - Department of Strategy and Management and Tilburg University - Tilburg University School of Economics and Management
Downloads 99 (317,079)
Citation 1

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

4.

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

Number of pages: 19 Posted: 25 Dec 2013
Gregor Reich
Norwegian School of Economics (NHH) - Department of Strategy and Management
Downloads 72 (384,050)
Citation 2

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

5.

Structural Estimation by Homotopy Continuation with an Application to Discount Factor Estimation

Number of pages: 47 Posted: 03 Jan 2019 Last Revised: 23 Mar 2021
Philipp Müller and Gregor Reich
University of Zurich - Department of Business Administration and Norwegian School of Economics (NHH) - Department of Strategy and Management
Downloads 70 (389,968)

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

6.

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
Norwegian School of Economics (NHH) - Department of Strategy and Management
Downloads 70 (389,968)
Citation 6

Abstract:

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Hidden Markov Models, Numerical Quadrature, Interpolation, Recursion

7.

Efficient Likelihood Ratio Confidence Intervals using Constrained Optimization

Number of pages: 17 Posted: 26 Sep 2019 Last Revised: 10 Dec 2020
Gregor Reich and Kenneth L. Judd
Norwegian School of Economics (NHH) - Department of Strategy and Management and Stanford University - The Hoover Institution on War, Revolution and Peace
Downloads 46 (479,357)

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8.

'Small Data': Efficient Inference with Occasionally Observed States

HEC Paris Research Paper No. MKG-2020-1380
Number of pages: 60 Posted: 22 Jul 2020 Last Revised: 24 Feb 2021
HEC Paris - Marketing, University of Zurich - Department of Business Administration, Norwegian School of Economics (NHH) - Department of Strategy and Management and Tilburg University - Tilburg University School of Economics and Management
Downloads 45 (479,357)

Abstract:

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9.

Tests of Return Predictability: A Comparative Study

Number of pages: 25 Posted: 04 Mar 2021
Robert Erbe and Gregor Reich
University of Zurich - Department of Business Administration and Norwegian School of Economics (NHH) - Department of Strategy and Management
Downloads 28 (562,937)

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