Details about John Rust

Access statistics for papers by John Rust.

Last updated 2004-11-11. Update your information in the RePEc Author Service.

Short-id: pru5

Working Papers

2004

1. How Large are the Classification Errors in the Social Security Disability Award Process?
   NBER Working Papers, National Bureau of Economic Research, Inc View citations

2002

2. Econometric Methods for Endogenously Sampled Time Series: The Case of Commodity Price Speculation in the Steel Market
   NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations
   Also in Cowles Foundation Discussion Papers, Cowles Foundation, Yale University (2002) View citations
3. Middlemen versus Market Makers: A Theory of Competitive Exchange
   NBER Working Papers, National Bureau of Economic Research, Inc View citations
   Also in Cowles Foundation Discussion Papers, Cowles Foundation, Yale University (2001) View citations
   See also Journal Article in Journal of Political Economy (2003)

2000

4. A COMPARISON OF DISCRETE AND PARAMETRIC METHODS FOR CONTINUOUS-STATE DYNAMIC PROGRAMMING PROBLEMS
   Computing in Economics and Finance 2000, Society for Computational Economics View citations
5. How Large is the Bias in Self-Reported Disability?
   Working Papers, Brown University, Department of Economics View citations
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2000) View citations

1999

6. An Empirical Model of Inventory Investment by Durable Commodity Intermediaries
   Macroeconomics, EconWPA View citations
   Also in Cowles Foundation Discussion Papers, Cowles Foundation, Yale University (1999) View citations
7. How Large is the BIas in Self-Reported Disability Status?
   Department of Economics Working Papers, Stony Brook University, Department of Economics View citations
8. No Curse of Dimensionality for Contraction Fixed Points Even in the Worst Case
   Computational Economics, EconWPA View citations

1998

9. An Empirical Analysis of the Social Security Disability Application, Appeal, and Award Process
   Public Economics, EconWPA View citations

1997

10. A Comparison of Policy Iteration Methods for Solving Continuous-State, Infinite-Horizon Markovian Decision Problems Using Random, Quasi-random, and Deterministic Discretizations
    Computational Economics, EconWPA View citations
11. Dealing with the Complexity of Economic Calculations
    Computational Economics, EconWPA View citations

1996

12. How Social Security and Medicare Affect Retirement Behavior in a World of Incomplete Markets
    Public Economics, EconWPA View citations
    Also in Working papers, Wisconsin Madison - Social Systems (1994) View citations
    See also Journal Article in Econometrica (1997)
13. On the Optimal Lifetime of Nuclear Power Plants
    Industrial Organization, EconWPA
    See also Journal Article in Journal of Business & Economic Statistics (1997)
14. Using Randomization to Break the Curse of Dimensionality
    Computational Economics, EconWPA
    Also in Working papers, Wisconsin Madison - Social Systems (1994) View citations
    See also Journal Article in Econometrica (1997)

1995

15. A Dynamic Programming Model of U.S. Nuclear Power Plant Operations
    Microeconomics, EconWPA View citations
16. Optimal Response to Shift in Regulatory Regime: the Case of the U.S. Nuclear Power Industry
    Industrial Organization, EconWPA View citations

1992

17. Do Peaple Behave According to Bellman's Principle of Optimality
    Working Papers, Stanford - Hoover Institution View citations

1991

18. Estimation of dynamic Structural Models: Problems and Prospects Part I: Discrete Decision Processes
    Working papers, Wisconsin Madison - Social Systems View citations

1989

19. Behavior of male workers at the end of the life-cycle: an empirical analysis of states and controls
    Discussion Paper / Institute for Empirical Macroeconomics, Federal Reserve Bank of Minneapolis View citations
    See also Chapter (1990)

1987

20. A Dynamic Programming Model of Retirement Behavior
    NBER Working Papers, National Bureau of Economic Research, Inc View citations
    See also Chapter (1989)

Journal Articles

2003

1. Middlemen versus Market Makers: A Theory of Competitive Exchange
   Journal of Political Economy, 2003, 111, (2), 353-403 View citations
   See also Working Paper (2002)

2002

2. Is There a Curse of Dimensionality for Contraction Fixed Points in the Worst Case?
   Econometrica, 2002, 70, (1), 285-329 View citations

2000

3. Introduction: inference and decision making
   Journal of Applied Econometrics, 2000, 15, (6), 545-546 View citations

1997

4. How Social Security and Medicare Affect Retirement Behavior in a World of Incomplete Markets
   Econometrica, 1997, 65, (4), 781-832 View citations
   See also Working Paper (1996)
5. On the Optimal Lifetime of Nuclear Power Plants
   Journal of Business & Economic Statistics, 1997, 15, (2), 195-208 View citations
   See also Working Paper (1996)
6. Using Randomization to Break the Curse of Dimensionality
   Econometrica, 1997, 65, (3), 487-516 View citations
   See also Working Paper (1996)

1995

7. Introduction: The Microeconometrics of Dynamic Decision Making
   Journal of Applied Econometrics, 1995, 10, (S), S1-7 View citations
8. Optimal Response to a Shift in Regulatory Regime: The Case of the US Nuclear Power Industry
   Journal of Applied Econometrics, 1995, 10, (S), S75-118 View citations

1993

9. GAUSS and MATLAB: A Comparison
   Journal of Applied Econometrics, 1993, 8, (3), 307-24 View citations

1988

10. Comment on Poirer: The Subjective Perspective of a "Spiritual Bayesian."
    Journal of Economic Perspectives, 1988, 2, (1), 145-51

1987

11. Optimal Replacement of GMC Bus Engines: An Empirical Model of Harold Zurcher
    Econometrica, 1987, 55, (5), 999-1033 View citations

1986

12. When Is It Optimal to Kill Off the Market for Used Durable Goods?
    Econometrica, 1986, 54, (1), 65-86 View citations

1985

13. Stationary Equilibrium in a Market for Durable Assets
    Econometrica, 1985, 53, (4), 783-805 View citations

1984

14. Why Do Companies Pay Dividends? Comment
    American Economic Review, 1984, 74, (5), 1135-36

Chapters

1990

1. Behavior of Male Workers at the End of the Life Cycle: An Empirical Analysis of States and Controls
   A chapter in Issues in the Economics of Aging, 1990, pp 317-382 View citations
   See also Working Paper (1989)

1989

2. A Dynamic Programming Model of Retirement Behavior
   A chapter in The Economics of Aging, 1989, pp 359-404 View citations
   See also Working Paper (1987)