@ARTICLE{Jorgensen2013,
  author = {Thomas H. {J\o\-rgensen}},
  title = {Structural estimation of continuous choice models: Evaluating the
	EGM and MPEC},
  journal = {Economics Letters},
  year = {2013},
  volume = {119},
  pages = {287--290},
  number = {3},
  abstract = {Abstract In this paper, I evaluate the performance of two recently
	proposed approaches to solving and estimating structural models:
	The Endogenous Grid Method (EGM) and Mathematical Programming with
	Equilibrium Constraints (MPEC). Monte Carlo simulations confirm that
	both the EGM and MPEC have advantages relative to standard methods.
	The EGM proved particularly robust, fast and straightforward to implement.
	Approaches trying to avoid solving the model numerically, therefore,
	seem to be dominated by these approaches.},
  doi = {10.1016/j.econlet.2013.02.027},
  issn = {0165-1765},
  url = {http://www.sciencedirect.com/science/article/pii/S0165176513000888}
}