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Nonparametric Identification of Behavioral Responses to Counterfactual Policy Interventions in Dynamic Discrete Decision Processes

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Author Info

  • Victor Aguirregabiria

    (Boston University)

Abstract

This paper deals with identification in Markov dynamic discrete decision processes. It shows the nonparametric identification of the behavioral responses to counterfactual policy interventions that modify the one- period utility function.

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File URL: http://128.118.178.162/eps/em/papers/0408/0408004.pdf
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Bibliographic Info

Paper provided by EconWPA in its series Econometrics with number 0408004.

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Length: 4 pages
Date of creation: 14 Aug 2004
Date of revision:
Handle: RePEc:wpa:wuwpem:0408004

Note: Type of Document - pdf; pages: 4
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Web page: http://128.118.178.162

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Keywords: Dynamic discrete decision processes; Identification; Counterfactual policy experiments.;

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References

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  1. Thierry Magnac & David Thesmar, 2002. "Identifying Dynamic Discrete Decision Processes," Econometrica, Econometric Society, vol. 70(2), pages 801-816, March.
  2. J. Rust & J. F. Traub & H. Wozniakowski, 2002. "Is There a Curse of Dimensionality for Contraction Fixed Points in the Worst Case?," Econometrica, Econometric Society, vol. 70(1), pages 285-329, January.
  3. V. Joseph Hotz & Robert A. Miller, 1992. "Conditional Choice Probabilities and the Estimation of Dynamic Models," Working Papers 9202, Harris School of Public Policy Studies, University of Chicago.
  4. Victor Aguirregabiria & Pedro Mira, 1999. "Swapping the Nested Fixed-Point Algorithm: a Class of Estimators for Discrete Markov Decision Models," Computing in Economics and Finance 1999 332, Society for Computational Economics.
  5. Matzkin, Rosa L., 1993. "Nonparametric identification and estimation of polychotomous choice models," Journal of Econometrics, Elsevier, vol. 58(1-2), pages 137-168, July.
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Citations

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Cited by:
  1. Andriy Norets & Xun Tang, 2013. "Semi-Parametric Inference in Dynamic Binary Choice Models," PIER Working Paper Archive 13-054, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  2. Le-Yu Chen, 2009. "Identification of structural dynamic discrete choice models," CeMMAP working papers CWP08/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  3. Limor Golan & George-Levi Gayle, 2008. "Estimating a Dynamic Adverse-Selection Model: Labor-Force Experience and the Changing Gender Earnings Gap 1968-93," 2008 Meeting Papers 301, Society for Economic Dynamics.
  4. Victor Aguirregabiria, 2005. "Another Look at the Identification of Dynamic Discrete Decision Processes," Econometrics 0504006, EconWPA.
  5. Igal Hendel & Aviv Nevo, 2005. "Measuring the Implications of Sales and Consumer Inventory Behavior," NBER Working Papers 11307, National Bureau of Economic Research, Inc.
  6. Victor Aguirregabiria, 2007. "Another Look at the Identification of Dynamic Discrete Decision Processes: With an Application to Retirement Behavior," Working Papers tecipa-282, University of Toronto, Department of Economics.
  7. Xun Tang, 2009. "Rationalizable Counterfactual Choice Probabilities in Dynamic Binary Choice Processes," PIER Working Paper Archive 09-022, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.

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