Publications by Econometrics and Free Software
Dynamic discrete choice models, reinforcement learning and Harold, part 1
Introduction I want to write about an Econometrica paper written in 1987 (jstor link) by John Rust, currently Professor of Economics at Georgetown University, paper which has been on my mind for the past 10 years or so. Why? Because it is a seminal paper in the econometric literature, but it is quite a bizarre one in some aspects. In this paper, ...
11218 sym R (8893 sym/17 pcs) 10 img 1 tbl
Dynamic discrete choice models, reinforcement learning and Harold, part 1
Introduction I want to write about an Econometrica paper written in 1987 (jstor link) by John Rust, currently Professor of Economics at Georgetown University, paper which has been on my mind for the past 10 years or so. Why? Because it is a seminal paper in the econometric literature, but it is quite a bizarre one in some aspects. In this paper, ...
11217 sym R (8893 sym/17 pcs) 10 img 1 tbl
Dynamic discrete choice models, reinforcement learning and Harold, part 2
In this blog post, I present a paper that has really interested me for a long time. This is part2, where I will briefly present the model of the paper, and try to play around with the data. If you haven’t, I suggest you read part 1 where I provide more context. Rust’s model Welcome to part 2 of this series, which might or might not have a pa...
6432 sym R (5518 sym/11 pcs) 6 img
Dynamic discrete choice models, reinforcement learning and Harold, part 2
In this blog post, I present a paper that has really interested me for a long time. This is part2, where I will briefly present the model of the paper, and try to play around with the data. If you haven’t, I suggest you read part 1 where I provide more context. Rust’s model Welcome to part 2 of this series, which might or might not have a pa...
6432 sym R (5518 sym/11 pcs) 6 img
Synthetic micro-datasets: a promising middle ground between data privacy and data analysis
Intro: the need for microdata, and the risk of disclosure Survey and administrative data are essential for scientific research, however accessing such datasets can be very tricky, or even impossible. In my previous job I was responsible for getting access to such “scientific micro-datasets” from institutions like Eurostat. In general, getting...
8645 sym R (11830 sym/11 pcs) 10 img
Synthetic micro-datasets: a promising middle ground between data privacy and data analysis
Intro: the need for microdata, and the risk of disclosure Survey and administrative data are essential for scientific research, however accessing such datasets can be very tricky, or even impossible. In my previous job I was responsible for getting access to such “scientific micro-datasets” from institutions like Eurostat. In general, getting...
8645 sym R (11830 sym/11 pcs) 10 img