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Semiparametric information bound of dynamic discrete choice models

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  • Buchinsky, Moshe
  • Hahn, Jinyong
  • Kim, Kyoo il

Abstract

We develop a simulation based approach that can determine whether the semiparametric efficiency bound of a dynamic discrete choice model with fixed effects is zero or not. We illustrate the usefulness of our approach by considering a simplified version of Keane and Wolpin's (1997) model, where we show that the semiparametric information is zero.

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File URL: http://www.sciencedirect.com/science/article/B6V84-4YVY6VR-2/2/5d06ede449d5c52b3a01dcf4f95661da
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Bibliographic Info

Article provided by Elsevier in its journal Economics Letters.

Volume (Year): 108 (2010)
Issue (Month): 2 (August)
Pages: 109-112

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Handle: RePEc:eee:ecolet:v:108:y:2010:i:2:p:109-112

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Web page: http://www.elsevier.com/locate/ecolet

Related research

Keywords: Dynamic discrete choice models with fixed effects Semiparametric efficiency bound Simulation based test;

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  1. Michael P. Keane & Kenneth I. Wolpin, 1995. "The career decisions of young men," Working Papers 559, Federal Reserve Bank of Minneapolis.
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