DYNAMIC DISCRETE CHOICE STRUCTURAL MODELS: A SURVEY

This paper reviews methods for the estimation of dynamic discrete choice structural models and discusses related econometric issues. We consider single agent models, competitive equilibrium models and dynamic games. The methods are illustrated with descriptions of empirical studies which have applied these techniques to problems in different areas of economics. Programming codes for the estimation methods will be available in a companion web page.

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Year of publication:	2007-07
Authors:	Mira, Pedro ; Aguirregabiria, Victor
Institutions:	Centro de Estudios Monetarios y Financieros (CEMFI)
Subject:	Dynamic structural models \| discrete choice \| estimation methods

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Extent:	application/pdf
Series:	Working Papers.
Type of publication:	Book / Working Paper
Language:	English
Classification:	C14 - Semiparametric and Nonparametric Methods ; C25 - Discrete Regression and Qualitative Choice Models ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005827093