Online Research Papers by John Rust
Online Research Papers by John Rust
- Structural Estimation of Markov Decision Processes
- Using Randomization to Break the Curse of Dimensionality
- A
Dynamic Programming Model of U.S. Nuclear Power Plant Operations
- Optimal Response to a Shift in Regulatory Regime: The Case of the U.S. Nuclear
Power Industry
- How
Social Security and Medicare Affect Retirement Behavior in a World of
Incomplete Markets
- On
the Optimal Lifetime of Nuclear Power Plants
- Dealing with the Complexity of Economic Calculations
- A
Comparison of Policy Iteration Methods for Solving Continuous-State, Infinite-Horizon Markovian Decision Problems Using Random, Quasi-random, and Deterministic Discretizations
- An
Empirical Analysis of the Social Security Disability Application, Appeal
and Award Process
- Is There a Curse of Dimensionality for Contraction Fixed Points in the
Worst Case? (published in Econometrica)
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- An
Empirical Model of Inventory Investment by Durable Commodity Intermediaries
-
An (S,s) Model of Commodity Price Speculation
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Econometric Methods for Endogenously Sampled Time Series:
The Case of Commodity Price Speculation in the Steel Market
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- The (S,s) Policy is an Optimal Trading Strategy in a Class of Commodity Price Speculation Problems
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- How Large is the Bias in Self-Reported Disability Status?
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- An Empirical Model of Social Insurance at the End of the Life Cycle
(research
proposal to NSF, with H. Benitez-Silva and M. Buchinsky)
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- Middle Men and Market Makers: A Theory of Competitive Exchange
(with George Hall, Yale University)
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- Induced Entry Effects of a $1 for $2 offset in SSDI Benefits
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- How Large are the Classification Errors in the Social Security
Disability Award Proces? pdf
-
Simulated Minimum Distance Estimation of a Model of Optimal Commodity Price
Speculation with Endogenously Sampled Prices (supersedes "Econometric
Methods for Endogenously Sampled Time Series:
The Case of Commodity Price Speculation in the Steel Market" although there
is material in the latter paper that is not included in this new version).
- Impact of Retiree Health Plans on Faculty Retirement Decisions
- Convergence Properties of
Policy Iteration (with Manuel Santos, Arizona State University)
- Models of Bargaining and Price
Determination of Residential Real Estate, with and without Real Estate
Agents (with Antonio Merlo
University of Pennsylvania and Francois Ortalo-Magne, University of Wisconsin)
- Dynamic Programming (entry for the New Palgrave Dictionary of Economics)
- Comments on Michael Keane's paper, "Structural vs. Atheoretic Approaches to
Econometrics" Keane's paper
- Is Econometrics Useful for Private Policy Making? A Case Study
of Replacement Policy at an Auto Rental Company
(with Sungjin Cho, Hanyang University)
(slides are also available)
- The Flat Rental Puzzle (with Sungjin Cho, Hanyang University).
- Valuing Programs with Deterministic and Stochastic Cycles (with Harry Paarsch, University of Iowa).
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