Details about John Philip Rust
Access statistics for papers by John Philip Rust.
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Short-id: pru5
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Working Papers
2019
- Equilibrium Trade in Automobile Markets
NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)
Also in CESifo Working Paper Series, CESifo (2019) View citations (1)
2018
- Optimal Dynamic Hotel Pricing
2018 Meeting Papers, Society for Economic Dynamics View citations (7)
2015
- Constrained Optimization Approaches to Estimation of Structural Models: Comment
Discussion Papers, University of Copenhagen. Department of Economics
- Estimating Discrete-Continuous Choice Models: The Endogenous Grid Method with Taste Shocks
Discussion Papers, University of Copenhagen. Department of Economics View citations (9)
- Precommitments for Financial Self-Control:Evidence from Credit Card Borrowing
2015 Meeting Papers, Society for Economic Dynamics
2014
- Recursive Lexicographical Search: Finding all Markov Perfect Equilibria of Finite State Directional Dynamic Games
Discussion Papers, University of Copenhagen. Department of Economics View citations (7)
See also Journal Article in Review of Economic Studies (2016)
- The Home Selling Problem: Theory and Evidence
Working Papers, Rice University, Department of Economics View citations (1)
Also in PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2013) View citations (5)
2013
- The Dynamics of Bertrand Price Competition with Cost-Reducing Investments
Discussion Papers, University of Copenhagen. Department of Economics View citations (5)
See also Journal Article in International Economic Review (2018)
2012
- A Dynamic Model of Leap-Frogging Investments and Bertrand Price Competition
2012 Meeting Papers, Society for Economic Dynamics
- A generalized endogenous grid method for discrete-continuous choice
2012 Meeting Papers, Society for Economic Dynamics View citations (10)
- Does Zero Interest Work as An Important Marketing Tool?
Research Center for Price Dynamics Working Paper Series, Research Center for Price Dynamics, Institute of Economic Research, Hitotsubashi University
2008
- Optimal Corn and Soybean Rotations
2008 Annual Meeting, July 27-29, 2008, Orlando, Florida, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) View citations (12)
2007
- Intertemporal Productivity under Fixed Wages and Piece Rates
2007 Meeting Papers, Society for Economic Dynamics
2005
- Health Status, Insurance, and Expenditures in the Transition from Work to Retirement
Department of Economics Working Papers, Stony Brook University, Department of Economics View citations (1)
- How Large are the Classification Errors in the Social Security Disability Award Process?
Department of Economics Working Papers, Stony Brook University, Department of Economics View citations (4)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2004) View citations (75)
- Induced Entry Effects of a $1 for $2 Offset in SSDI Benefits
Department of Economics Working Papers, Stony Brook University, Department of Economics View citations (5)
- Stochastic Dynamic Programming in Space: An Application to British Columbia Forestry
2005 Meeting Papers, Society for Economic Dynamics
2004
- Price Discrimination in the Steel Market
Econometric Society 2004 North American Summer Meetings, Econometric Society View citations (8)
Also in 2004 Meeting Papers, Society for Economic Dynamics (2004) View citations (6)
2002
- 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 (12)
Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2002) View citations (16)
- Middlemen versus Market Makers: A Theory of Competitive Exchange
NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)
Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2001) View citations (3)
See also Journal Article in Journal of Political Economy (2003)
2000
- 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 (29)
- How Large is the Bias in Self-Reported Disability?
Working Papers, Brown University, Department of Economics View citations (77)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2000) View citations (25)
See also Journal Article in Journal of Applied Econometrics (2004)
1999
- An Empirical Model of Inventory Investment by Durable Commodity Intermediaries
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (15)
Also in Macroeconomics, University Library of Munich, Germany (1999) View citations (8)
See also Journal Article in Carnegie-Rochester Conference Series on Public Policy (2000)
- How Large is the BIas in Self-Reported Disability Status?
Department of Economics Working Papers, Stony Brook University, Department of Economics View citations (3)
- No Curse of Dimensionality for Contraction Fixed Points Even in the Worst Case
Computational Economics, University Library of Munich, Germany View citations (1)
1998
- An Empirical Analysis of the Social Security Disability Application, Appeal, and Award Process
Public Economics, University Library of Munich, Germany View citations (30)
See also Journal Article in Labour Economics (1999)
1997
- A Comparison of Policy Iteration Methods for Solving Continuous-State, Infinite-Horizon Markovian Decision Problems Using Random, Quasi-random, and Deterministic Discretizations
Computational Economics, University Library of Munich, Germany View citations (12)
- Dealing with the Complexity of Economic Calculations
Computational Economics, University Library of Munich, Germany View citations (5)
1996
- How Social Security and Medicare Affect Retirement Behavior in a World of Incomplete Markets
Public Economics, University Library of Munich, Germany View citations (61)
Also in Working papers, Wisconsin Madison - Social Systems (1994) View citations (13)
See also Journal Article in Econometrica (1997)
- On the Optimal Lifetime of Nuclear Power Plants
Industrial Organization, University Library of Munich, Germany 
See also Journal Article in Journal of Business & Economic Statistics (1997)
- Using Randomization to Break the Curse of Dimensionality
Computational Economics, University Library of Munich, Germany 
Also in Working papers, Wisconsin Madison - Social Systems (1994) View citations (4)
See also Journal Article in Econometrica (1997)
1995
- A Dynamic Programming Model of U.S. Nuclear Power Plant Operations
Microeconomics, University Library of Munich, Germany View citations (5)
- Optimal Response to Shift in Regulatory Regime: the Case of the U.S. Nuclear Power Industry
Industrial Organization, University Library of Munich, Germany View citations (15)
See also Journal Article in Journal of Applied Econometrics (1995)
1991
- Estimation of dynamic Structural Models: Problems and Prospects Part I: Discrete Decision Processes
Working papers, Wisconsin Madison - Social Systems View citations (32)
1989
- 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 (22)
See also Chapter (1990)
1987
- A Dynamic Programming Model of Retirement Behavior
NBER Working Papers, National Bureau of Economic Research, Inc View citations (26)
See also Chapter (1989)
1985
- Maximum Likelihood Estimation Of Discrete Control Processes
SSRI Workshop Series, University of Wisconsin-Madison, Social Systems Research Institute
1984
- Stationary Equilibrium In A Market For Durable Assets
SSRI Workshop Series, University of Wisconsin-Madison, Social Systems Research Institute 
See also Journal Article in Econometrica (1985)
1983
- Optimal Replacement Timing And Monopoly Choice Of Durability
SSRI Workshop Series, University of Wisconsin-Madison, Social Systems Research Institute
Undated
- Convergence Properties of Policy Iteration
Working Papers, Department of Economics, W. P. Carey School of Business, Arizona State University View citations (21)
Journal Articles
2018
- Strategic Timing of Investment over the Business Cycle: Machine Replacement in the US Rental Industry
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), 2018, 238, (3-4), 295-351
- THE DYNAMICS OF BERTRAND PRICE COMPETITION WITH COST‐REDUCING INVESTMENTS
International Economic Review, 2018, 59, (4), 1681-1731 View citations (2)
See also Working Paper (2013)
2017
- Precommitments for Financial Self-Control? Micro Evidence from the 2003 Korean Credit Crisis
Journal of Political Economy, 2017, 125, (5), 1413 - 1464 View citations (2)
- The endogenous grid method for discrete‐continuous dynamic choice models with (or without) taste shocks
Quantitative Economics, 2017, 8, (2), 317-365 View citations (35)
2016
- Comment on “Constrained Optimization Approaches to Estimation of Structural Models”
Econometrica, 2016, 84, 365-370 View citations (10)
- Mostly Useless Econometrics? Assessing the Causal Effect of Econometric Theory
Foundations and Trends(R) in Accounting, 2016, 10, (2-4), 125-203 View citations (1)
- Recursive Lexicographical Search: Finding All Markov Perfect Equilibria of Finite State Directional Dynamic Games
Review of Economic Studies, 2016, 83, (2), 658-703 View citations (8)
See also Working Paper (2014)
2014
- Can Well-Being be Measured Using Facebook Status Updates? Validation of Facebook’s Gross National Happiness Index
Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, 2014, 115, (1), 483-491 View citations (2)
- Is the ‘Linkage Principle’ Valid? Evidence from the Field
Journal of Industrial Economics, 2014, 62, (2), 346-375 View citations (3)
- The Limits of Inference with Theory: A Review of Wolpin (2013)
Journal of Economic Literature, 2014, 52, (3), 820-50 View citations (17)
2013
- Harry Kelejian's Professional Life and Work
Spatial Economic Analysis, 2013, 8, (3), 218-227
2011
- Rust’s and Staelin’s Comments on: “A structural model of sales force compensation dynamics: estimation and field implementation” by Sanjog Misra and Harikesh Nair
Quantitative Marketing and Economics (QME), 2011, 9, (3), 259-265
2010
- Comments on: "Structural vs. atheoretic approaches to econometrics" by Michael Keane
Journal of Econometrics, 2010, 156, (1), 21-24 View citations (23)
- The Flat Rental Puzzle
Review of Economic Studies, 2010, 77, (2), 560-594 View citations (10)
2009
- Valuing programs with deterministic and stochastic cycles
Journal of Economic Dynamics and Control, 2009, 33, (3), 614-623 View citations (3)
2008
- Is econometrics useful for private policy making? A case study of replacement policy at an auto rental company
Journal of Econometrics, 2008, 145, (1-2), 243-257 View citations (11)
2007
- The (S,s) Policy is an Optimal Trading Strategy in a Class of Commodity Price Speculation Problems
Economic Theory, 2007, 30, (3), 515-538 View citations (9)
2005
- Comments on “Econometric Analysis of Fisher's Equation” by Peter C. B. Phillips
American Journal of Economics and Sociology, 2005, 64, (1), 169-184
2004
- How large is the bias in self-reported disability?
Journal of Applied Econometrics, 2004, 19, (6), 649-670 View citations (157)
See also Working Paper (2000)
- Special issue on the econometrics of social insurance
Journal of Applied Econometrics, 2004, 19, (6), 647-648 View citations (5)
2003
- Middlemen versus Market Makers: A Theory of Competitive Exchange
Journal of Political Economy, 2003, 111, (2), 353-403 View citations (120)
See also Working Paper (2002)
2002
- Is There a Curse of Dimensionality for Contraction Fixed Points in the Worst Case?
Econometrica, 2002, 70, (1), 285-329 View citations (14)
2000
- An empirical model of inventory investment by durable commodity intermediaries
Carnegie-Rochester Conference Series on Public Policy, 2000, 52, (1), 171-214 View citations (23)
See also Working Paper (1999)
- Introduction: inference and decision making
Journal of Applied Econometrics, 2000, 15, (6), 545-546 View citations (2)
1999
- An empirical analysis of the social security disability application, appeal, and award process
Labour Economics, 1999, 6, (2), 147-178 View citations (65)
See also Working Paper (1998)
- Effect of pensions on saving: analysis with data from the health and retirement study: A comment
Carnegie-Rochester Conference Series on Public Policy, 1999, 50, (1), 325-335
1997
- How Social Security and Medicare Affect Retirement Behavior in a World of Incomplete Markets
Econometrica, 1997, 65, (4), 781-832 View citations (509)
See also Working Paper (1996)
- On the Optimal Lifetime of Nuclear Power Plants
Journal of Business & Economic Statistics, 1997, 15, (2), 195-208 View citations (19)
See also Working Paper (1996)
- Using Randomization to Break the Curse of Dimensionality
Econometrica, 1997, 65, (3), 487-516 View citations (147)
See also Working Paper (1996)
1995
- Introduction: The Microeconometrics of Dynamic Decision Making
Journal of Applied Econometrics, 1995, 10, (S), S1-7 View citations (2)
- 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 (16)
See also Working Paper (1995)
1994
- Characterizing effective trading strategies: Insights from a computerized double auction tournament
Journal of Economic Dynamics and Control, 1994, 18, (1), 61-96 View citations (19)
1993
- GAUSS and MATLAB: A Comparison
Journal of Applied Econometrics, 1993, 8, (3), 307-24 View citations (2)
1988
- Comment on Poirer: The Subjective Perspective of a "Spiritual Bayesian."
Journal of Economic Perspectives, 1988, 2, (1), 145-51
- Statistical models of discrete choice processes
Transportation Research Part B: Methodological, 1988, 22, (2), 125-158 View citations (1)
1987
- Optimal Replacement of GMC Bus Engines: An Empirical Model of Harold Zurcher
Econometrica, 1987, 55, (5), 999-1033 View citations (845)
1986
- When Is It Optimal to Kill Off the Market for Used Durable Goods?
Econometrica, 1986, 54, (1), 65-86 View citations (54)
1985
- A nested logit model of automobile holdings for one vehicle households
Transportation Research Part B: Methodological, 1985, 19, (4), 275-285 View citations (54)
- Equilibrium holdings distributions in durable asset markets
Transportation Research Part B: Methodological, 1985, 19, (4), 331-345
- Stationary Equilibrium in a Market for Durable Assets
Econometrica, 1985, 53, (4), 783-805 View citations (43)
See also Working Paper (1984)
1984
- Why Do Companies Pay Dividends? Comment
American Economic Review, 1984, 74, (5), 1135-36
Edited books
1996
- Handbook of Computational Economics, vol 1
Handbook of Computational Economics, Elsevier View citations (440)
Chapters
2005
- Impact of retiree health plans on faculty retirement decisions
Chapter 7 in Recruitment, Retention and Retirement in Higher Education, 2005 View citations (1)
1996
- Numerical dynamic programming in economics
Chapter 14 in Handbook of Computational Economics, 1996, vol. 1, pp 619-729 View citations (156)
1990
- 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 (45)
See also Working Paper (1989)
1989
- A Dynamic Programming Model of Retirement Behavior
A chapter in The Economics of Aging, 1989, pp 359-404 View citations (67)
See also Working Paper (1987)
1986
- Structural estimation of markov decision processes
Chapter 51 in Handbook of Econometrics, 1986, vol. 4, pp 3081-3143 View citations (2)
Editor
- Handbook of Computational Economics
Elsevier
- Handbook of Computational Economics
Elsevier
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