Bertel Schjerning

Professor MSO, PhD

Department of Economics, University of Copenhagen








Published papers and forthcoming papers

Machine Learning and Structural Econometrics: Contrasts and Synergies
Forthcoming, Econometrics Journal
with Fedor Iskhakov and John Rust.

Solving Dynamic Discrete Choice Models Using Smoothing and Sieve Methods
Forthcoming, Journal of Econometrics
with Dennis Kristensen, Jong Myun Moon and Patrick Mogensen.

The Dynamics of Bertrand Price Competition with Cost-Reducing Investments
International Economic Review, Volume 59, Issue 4, 2018, pages 1681-1731 (Lead article)
with Fedor Iskhakov and John Rust

Estimating Discrete-Continuous Choice Models: The Endogenous Grid Method with (and Without) Taste Shocks
Quantitative Economics, Volume 8, Issue 2, 2017, pages 317–365 (Lead article)
with Fedor Iskhakov, Thomas H. Jørgensen and John Rust
Code can be downloaded here

Recursive Lexicographical Search: Finding all Markov Perfect Equilibria of Finite State Directional Dynamic Games
Review of Economics Studies , Volume 83, Issue 2, 2016, pages 629-657
with Fedor Iskhakov and John Rust

Constrained Optimization Approaches to Estimation of Structural Models: Comment
Econometrica , Volume 84, Issue 1, January 2016, pages 365–370
with Fedor Iskhakov, Jinhyuk Lee, John Rust and Kyoungwon Seo
Code can be downloaded here

Tax Bunching, Income Shifting and Self-employment,
Journal of Public Economics , Volume 107, November 2013, Pages 1–18
with Daniel le Maire.

Foreign Firms, Domestic Wages
Scandinavian Journal of Economics, Volume 115, Isuue 2, Pages 292-325, 2013
with Nikolaj Malchow-Møller and James R. Markusen.

Entrepreneurship, Job-creation and wage-growth
Small Business Economics, Volume 36, Number 1, Pages 15-32, 2011
with Nikolaj Malchow-Møller and Anders Sørensen.

Productivity Measurement in Manufacturing and the Expenditure Approach
Review of International Economics, Volume 16 Issue 2, Pages 327 - 340, 2008
with Anders Sørensen.

Ongoing research

A Dynamic Model of Vehicle Ownership, Type Choice, and Usage (latest draft)
with Kenneth Gillingham, Fedor Iskhakov, Anders Munk-Nielsen, and John Rust

Equilibrium Trade in Automobile Markets
Revise and resubmit, Journal of Political Economy
with Kenneth Gillingham, Fedor Iskhakov, Anders Munk-Nielsen, and John Rust

Structural Estimation of Dynamic Directional Games with Multiple Equilibria
with Fedor Iskhakov, Dennis Kristensen and John Rust

A Dynamic Equilibrium Model of Household Home and Job Locations
with Fedor Iskhakov, Maria Juul Hansen, Christian Langholz Carstensen and John Rust