Gregor Reich

University of Zurich - Department of Banking and Finance

Plattenstr 32

Zurich, 8032

Switzerland

SCHOLARLY PAPERS

7

DOWNLOADS

485

SSRN CITATIONS

1

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 145 (211,023)

Abstract:

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Dynamic discrete choice, Extreme value type I

2.

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

Number of pages: 30 Posted: 17 Jun 2019
Copenhagen Business School, University of Zurich - Department of Banking and Finance and University of Zurich
Downloads 93 (291,321)

Abstract:

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Bitcoin, Blockchain, Choice Models

3.

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 (342,135)
Citation 2

Abstract:

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

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 University - Tilburg University School of Economics and Management
Downloads 69 (347,472)

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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 59 (376,685)
Citation 1

Abstract:

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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 42 (436,285)

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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 Posted: 26 Sep 2019
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 6 (637,619)

Abstract:

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