Fraumuensterstr. 16
Zurich, Zurich 8001
Switzerland
Rämistrasse 71
Zurich, CH-8006
Accenture AG
University of Zurich - Department of Business Administration
maximum likelihood estimation, occasional state observations, recursive likelihood function integration, interpolation, numerical quadrature, Markov models, dynamic discrete choice models, long-run risk models
Structural estimation, homotopy continuation, discount factor, dynamic programming, structural break, great inflation.
