Linear IV regression estimators for structural dynamic discrete choice models

Author:

Kalouptsidi Myrto,Scott Paul T.,Souza-Rodrigues Eduardo

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference78 articles.

1. Identifying the discount factor in dynamic discrete choice models;Abbring;Quant. Econ.,2020

2. Another look at the identification of dynamic discrete decision processes: An application to retirement behavior;Aguirregabiria;J. Bus. Econom. Statist.,2010

3. Sufficient statistics for unobserved heterogeneity in structural dynamic logit models;Aguirregabiria;J. Econometrics,2019

4. Euler equations for the estimation of dynamic discrete choice structural models;Aguirregabiria,2013

5. Swapping the nested fixed point algorithm: A class of estimators for discrete Markov decision models;Aguirregabiria;Econometrica,2002

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