Gregor Philipp Reich

Associate Professor Gregor Reich

E-mail
Gregor.Reich@nhh.no
Telephone
+47 55 95 92 08
Department
Strategy and Management
Office
E365
Expertise
Computational Economics Structural Econometrics Industrial Economics

bio

Gregor Reich is an Associate Professor at the Norwegian School of Economics (NHH).

He holds an MA in Economics, and a PhD in Business Administration, both from University of Zurich. After his PhD, he collected some industry experience, and then went for a PostDoc to the Hoover Institution (Stanford).

His research interests are the application of computational methods to estimation problems in business, finance, and economics. For a method to estimate models with missing data observations developed in his thesis, he won the 2015 Mercator Award for Junior Researchers.

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Selected publications

Author(s) Title Publisher
Reich, Gregor Divide and Conquer: Recursive Likelihood Function Integration for Hidden Markov Models with Continuous Latent Variables Operations Research Volume 66 (6); page 1457 - 1470; 2018
Larsen, Bradley J; Oswald, Florian; Reich, Gregor; Wunderli, Dan A Test of the Extreme Value Type I Assumption in the Bus Engine Replacement Model Economics Letters Volume 116 (2); page 213 - 216; 2012
Reich, Gregor Market Self-organization under Limited Information Lecture Notes in Computer Science (LNCS) Volume 7023; page 32 - 41; 2011
More publications in Cristin

Working papers

  • „Small Data“: Efficient Inference with Occasionally Observed States. (with Andreas Lanz, Philipp Müller; 2020; available on request)
  • Efficient Likelihood Ratio Confidence Intervals using Constrained Optimization. (with Ken Judd; 2019; available at SSRN
  • Learning in Proof-of-Work Protocols—And Why It Does Not Matter (Yet). (with José Parra-Moyano and Karl Schmedders; 2020; updated version available on request)
  • Structural Estimation Using Parametric Mathematical Programming with Equilibrium Constraints and Homotopy Path Continuation. (with Philipp Müller; 2019; available at SSRN)
  • Adaptive Grids for the Estimation of Dynamic Models. (with Ole Wilms; 2017; updated version available on request)

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