3 papers
econ.EM2026
Semiparametric Estimation of Fractional Integration: An Evaluation of Local Whittle Methods
Jason R. Blevins
Fractionally integrated time series, exhibiting long memory with slowly decaying autocorrelations, are frequently encountered in economics, finance, and related fields. Since the s…
econ.EM2025
Leveraging Uniformization and Sparsity for Estimation and Computation of Continuous Time Dynamic Discrete Choice Games
Jason R. Blevins
Continuous-time empirical dynamic discrete choice games offer notable computational advantages over discrete-time models. This paper addresses remaining computational and econometr…
econ.EM2025
Identification and Estimation of Continuous-Time Dynamic Discrete Choice Games
Jason R. Blevins
This paper considers the theoretical, computational, and econometric properties of continuous time dynamic discrete choice games with stochastically sequential moves, introduced by…