Abstract
We propose a technique for computing parameter estimates of dynamic and stochastic programming problems for which boundary conditions must be imposed. We demonstrate the feasibility of the technique by computing and interpreting the estimates of a dynamic food price margin model using secondary economic time series data.
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© 1994 Springer Science+Business Media Dordrecht
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Reed, A.J., Hallahan, C. (1994). A Bootstrap Estimator for Dynamic Optimization Models. In: Belsley, D.A. (eds) Computational Techniques for Econometrics and Economic Analysis. Advances in Computational Economics, vol 3. Springer, Dordrecht. https://doi.org/10.1007/978-94-015-8372-5_3
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DOI: https://doi.org/10.1007/978-94-015-8372-5_3
Publisher Name: Springer, Dordrecht
Print ISBN: 978-90-481-4290-3
Online ISBN: 978-94-015-8372-5
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