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Persistence Effects in a Dynamic Discrete Choice Model - Application to Low-End Computer Servers

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Author Info
Szabolcs Lorincz () (University of Toulouse (GREMAQ – MPSE))
Abstract

The paper introduces preference persistence into a dynamic discrete choice model of demand for durables. This persistence may arise, for example, when the products can be categorized into a few number of formats, which involve special knowledge, maintenance and upgrade. The standard optimal stopping problem of when to buy a new product is completed by the upgrade problem. Customers who already have a product may choose to upgrade it, but this upgrade is format specific. Hence, the expected future upgrade qualities of different formats must be taken into account already at the purchase decision of a new product. The model is estimated on a data set of low-end computer servers, where formats are represented by operating systems. For this application, the model can be considered as a proxy of a computer network building customer who cares not only about the likely future quality of the individual computers, but also about the direction of evolution of the network. That induces even stronger forward looking behavior than a simple optimal stopping problem. The results suggest that the model is better able to capture main tendencies in the segment than a static or a simple optimal stopping model.

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Publisher Info
Paper provided by Institute of Economics, Hungarian Academy of Sciences in its series IEHAS Discussion Papers with number 0510.

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Length: 47 pages
Date of creation: Oct 2005
Date of revision:
Handle: RePEc:has:discpr:0510

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Related research
Keywords: preference persistence; differentiated durables; Markov process; computer servers;

Find related papers by JEL classification:
C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data
D12 - Microeconomics - - Household Behavior - - - Consumer Economics: Empirical Analysis
D91 - Microeconomics - - Intertemporal Choice and Growth - - - Intertemporal Consumer Choice; Life Cycle Models and Saving
L63 - Industrial Organization - - Industry Studies: Manufacturing - - - Microelectronics; Computers; Communications Equipment

References listed on IDEAS
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  10. Ariel Pakes & Michael Ostrovsky & Steve Berry, 2004. "Simple Estimators for the Parameters of Discrete Dynamic Games (with Entry/Exit Examples)," Harvard Institute of Economic Research Working Papers 2036, Harvard - Institute of Economic Research. [Downloadable!]
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  11. Sangin Park, 2004. "Quantitative Analysis of Network Externalities in Competing Technologies: The VCR Case," The Review of Economics and Statistics, MIT Press, vol. 86(4), pages 937-945, 04. [Downloadable!] (restricted)
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Pedro Mira & Victor Aguirregabiria, 2007. "Dynamic Discrete Choice Structural Models: A Survey," Working Papers wp2007_0711, CEMFI. [Downloadable!]
    Other versions:
  2. Aguirregabiria, Victor, 2009. "Estimation of Dynamic Discrete Games Using the Nested Pseudo Likelihood Algorithm: Code and Application," MPRA Paper 17329, University Library of Munich, Germany. [Downloadable!]
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