Bertel Schjerning

Bertel Schjerning

Professor

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    1. Published

      Overview: Implementation of structural dynamic models: Methodology and applications

      Keane, M., Kristensen, D., Iskhakov, F. & Schjerning, Bertel, 2021, In: Journal of Econometrics. 223, 2, p. 277-279

      Research output: Contribution to journalEditorialResearchpeer-review

    2. Published

      Recursive Lexicographical Search: Finding all Markov Perfect Equilibria of Finite State Directional Dynamic Games

      Iskhakov, F., Rust, J. & Schjerning, Bertel, 1 Apr 2016, In: The Review of Economic Studies. 83, 2, p. 658-703 46 p.

      Research output: Contribution to journalJournal articleResearchpeer-review

    3. Published

      Constrained Optimization Approaches to Estimation of Structural Models: Comment

      Iskhakov, F., Rust, J., Schjerning, Bertel, Jinhyuk, L. & Seo, K., 2015, 10 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 5, Vol. 2015).

      Research output: Working paperResearch

    4. Published

      The Dynamics of Bertrand Price Competition with Cost-Reducing Investments

      Iskhakov, F., Rust , J. & Schjerning, Bertel, 2013, Kbh.: Økonomisk institut, Københavns Universitet, 56 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 5, Vol. 13 ).

      Research output: Working paperResearch

    5. Published

      Special Issue on Methodology and Applications of Structural Dynamic Models and Machine Learning

      Iskhakov, F., Rust, J. & Schjerning, Bertel, Sep 2020, In: Econometrics Journal. 23, 3, p. I-III 3 p.

      Research output: Contribution to journalEditorialResearchpeer-review

    6. Published

      Estimating Discrete-Continuous Choice Models: The Endogenous Grid Method with Taste Shocks

      Iskhakov, F., Jørgensen, Thomas Høgholm, Rust, J. & Schjerning, Bertel, 2015, 34 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 19, Vol. 2015).

      Research output: Working paperResearch

    7. Published

      The endogenous grid method for discrete-continuous dynamic choice models with (or without) taste shocks

      Iskhakov, F., Jørgensen, Thomas Høgholm, Rust, J. & Schjerning, Bertel, 1 Jul 2017, In: Quantitative Economics. 8, 2, p. 317-365 49 p.

      Research output: Contribution to journalJournal articleResearchpeer-review

    8. Published

      Recursive Lexicographical Search: Finding all Markov Perfect Equilibria of Finite State Directional Dynamic Games

      Iskhakov, F., Rust, J. & Schjerning, Bertel, 2014, Copenhagen: Økonomisk institut, Københavns Universitet, 62 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 16, Vol. 2014).

      Research output: Working paperResearch

    9. Published

      Machine learning and structural econometrics: contrasts and synergies

      Iskhakov, F., Rust, J. & Schjerning, Bertel, Sep 2020, In: Econometrics Journal. 23, 3, p. S81-S124 44 p.

      Research output: Contribution to journalJournal articleResearchpeer-review

    10. Published

      The Dynamics of Bertrand Price Competition with Cost-Reducing Investments

      Iskhakov, F., Rust, J. & Schjerning, Bertel, 13 Nov 2018, In: International Economic Review. 59, 4, p. 1681-1731

      Research output: Contribution to journalJournal articleResearchpeer-review

    ID: 9481