Gregor Reich

Tsumcor Research AG

Switzerland

SCHOLARLY PAPERS

9

DOWNLOADS

968

SSRN CITATIONS

7

CROSSREF CITATIONS

1

Scholarly Papers (9)

1.

A Test of the Extreme Value Type I Assumption in the Bus Engine Replacement Model

Number of pages: 10 Posted: 21 Jan 2012
Stanford University - Department of Economics, Sciences Po - Department of Economics, Tsumcor Research AG and University of Zurich - Department of Economics
Downloads 180 (226,720)

Abstract:

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Dynamic discrete choice, Extreme value type I

2.

A Note on the Non-Proportionality of Winning Probabilities in Bitcoin

Number of pages: 18 Posted: 17 Jun 2019 Last Revised: 19 Feb 2021
Copenhagen Business School, Tsumcor Research AG and IMD Lausanne
Downloads 151 (262,694)
Citation 1

Abstract:

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Bitcoin, Blockchain, Choice Models

3.

Adaptive Grids for the Estimation of Dynamic Models

Lanz, Andreas, Gregor Reich, and Ole Wilms (2022), “Adaptive Grids for the Estimation of Dynamic Models,” Quantitative Marketing and Economics, forthcoming.
Number of pages: 62 Posted: 18 Sep 2020 Last Revised: 06 Jan 2022
Andreas Lanz, Gregor Reich and Ole Wilms
HEC Paris - Marketing, Tsumcor Research AG and University of Hamburg
Downloads 137 (283,593)
Citation 1

Abstract:

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Numerical dynamic programming, mathematical programming with equilibrium constraints, r-adaptive grid refinement, equi-oscillation

4.

Efficient Likelihood Ratio Confidence Intervals using Constrained Optimization

Number of pages: 17 Posted: 26 Sep 2019 Last Revised: 10 Dec 2020
Gregor Reich and Kenneth L. Judd
Tsumcor Research AG and Stanford University - The Hoover Institution on War, Revolution and Peace
Downloads 116 (320,613)

Abstract:

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5.

Harold Zurcher and Paul Volcker—The Minutes of a Meeting that Never Was

Number of pages: 45 Posted: 03 Jan 2019 Last Revised: 22 Feb 2022
Philipp Müller and Gregor Reich
University of Zurich - Department of Business Administration and Tsumcor Research AG
Downloads 103 (347,717)

Abstract:

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Structural estimation, homotopy continuation, discount factor, dynamic programming, structural break, great inflation.

6.

'Small Data': Efficient Inference with Occasionally Observed States

HEC Paris Research Paper No. MKG-2020-1380
Number of pages: 58 Posted: 22 Jul 2020 Last Revised: 10 Jan 2022
HEC Paris - Marketing, University of Zurich - Department of Business Administration, Tsumcor Research AG and University of Hamburg
Downloads 90 (378,924)

Abstract:

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7.

Divide and Conquer: A New Approach to Dynamic Discrete Choice with Serial Correlation

Number of pages: 19 Posted: 25 Dec 2013
Gregor Reich
Tsumcor Research AG
Downloads 80 (406,410)
Citation 2

Abstract:

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Dynamic discrete choice models, Numerical dynamic programming, Gaussian quadrature, Adaptive grids, Backward iteration

8.

Divide and Conquer: Recursive Likelihood Function Integration for Hidden Markov Models with Continuous Latent Variables

Number of pages: 56 Posted: 14 Jun 2016 Last Revised: 11 Nov 2017
Gregor Reich
Tsumcor Research AG
Downloads 70 (437,655)
Citation 6

Abstract:

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Hidden Markov Models, Numerical Quadrature, Interpolation, Recursion

9.

Tests of Return Predictability: A Comparative Study

Number of pages: 25 Posted: 04 Mar 2021
Robert Erbe and Gregor Reich
University of Zurich - Department of Business Administration and Tsumcor Research AG
Downloads 41 (555,406)

Abstract:

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