Dynamic Discrete Choice Structural Models: A Survey
Preprint
- 1 January 2007
- preprint
- Published by Elsevier in SSRN Electronic Journal
Abstract
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 are available in a companion web page.Keywords
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