Bertel Schjerning

Bertel Schjerning

Professor

Member of:


    1. 2014
    2. 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

    3. 2015
    4. 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

    5. 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

    6. 2016
    7. Published

      Constrained Optimization Approaches to Estimation of Structural Models: Comment

      Iskhakov, F., Jinhyuk, L., Rust, J., Schjerning, Bertel & Seo, K., 26 Jan 2016, In: Econometrica. 84, 1, p. 365–370 6 p.

      Research output: Contribution to journalComment/debateResearchpeer-review

    8. 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

    9. 2017
    10. 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

    11. 2018
    12. 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

    13. 2020
    14. 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

    15. 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

    16. 2021
    17. 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

    ID: 9481