A practitioner’s guide to bayesian estimation of discrete choice dynamic programming models (with Susumu Imai, Masakazu Ishihara, Neelam Jain), Quantitative Marketing and Economics, vol.10(2), pp.151-196, 2012.
Both C and Matlab codes are available here.
Presentation Slides are available here.
The 2009 version is available here. The 2010 version is available here.
NOTE: Unfortunately, the links above are broken. Please feel free to email me to obtain the codes: andrew.ching@jhu.edu