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Citations for "Nonparametric Identification of Finite Mixture Models of Dynamic Discrete Choices"

by Hiroyuki Kasahara & Katsumi Shimotsu

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  1. John Bound & Todd Stinebrickner & Timothy Waidmann, 2007. "Health, Economic Resources and the Work Decisions of Older Men," NBER Working Papers 13657, National Bureau of Economic Research, Inc.
  2. Martin Browning & Jesús M. Carro, 2011. "The identification of a mixture of first order binary Markov Chains," Economics Working Papers we1117, Universidad Carlos III, Departamento de Economía.
  3. Kasahara, Hiroyuki & Lapham, Beverly, 2013. "Productivity and the decision to import and export: Theory and evidence," Journal of International Economics, Elsevier, vol. 89(2), pages 297-316.
  4. Hanming Fang & Edward Kung, 2012. "Why Do Life Insurance Policyholders Lapse? The Roles of Income, Health and Bequest Motive Shocks," PIER Working Paper Archive 12-006, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  5. Khorunzhina, Natalia, 2013. "Structural estimation of stock market participation costs," Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2928-2942.
  6. Hiroyuki Kasahara & Katsumi Shimotsu, 2008. "Sequential Estimation of Structural Models with a Fixed Point Constraint," CESifo Working Paper Series 2507, CESifo Group Munich.
  7. Marc Henry & Koen Jochmans & Bernard Salanié, 2014. "Inference on Mixtures Under Tail Restrictions," Sciences Po publications 2014-01, Sciences Po.
  8. Martin Browning & Jesus M. Carro, 2009. "Dynamic binary outcome models with maximal heterogeneity," Economics Series Working Papers 426, University of Oxford, Department of Economics.
  9. Yingyong Dong & Arthur Lewbel, 2009. "Nonparametric identification of a binary random factor in cross section data," CeMMAP working papers CWP16/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  10. Hiroyuki Kasahara & Katsumi Shimotsu, 2012. "Nonparametric Identification and Estimation of the Number of Components in Multivariate Mixtures," CIRJE F-Series CIRJE-F-866, CIRJE, Faculty of Economics, University of Tokyo.
  11. Stephane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2014. "Nonparametric spectral-based estimation of latent structures," CeMMAP working papers CWP18/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  12. Victor Aguirregabiria & Pedro mira, 2007. "Dynamic Discrete Choice Structural Models: A Survey," Working Papers tecipa-297, University of Toronto, Department of Economics.
  13. Victor Aguirregabiria & Arvind Magesan, 2012. "Identification and estimation of dynamic games when players' beliefs are not in equilibrium," Working Papers tecipa-449, University of Toronto, Department of Economics.
  14. repec:clg:wpaper:2012-03 is not listed on IDEAS
  15. Otsu, Taisuke & Pesendorfer, Martin & Takahashi, Yuya, 2013. "Testing for Equilibrium Multiplicity in Dynamic Markov Games," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 423, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
  16. Stéphane Bonhomme & Elena Manresa, 2012. "Grouped Patterns Of Heterogeneity In Panel Data," Working Papers wp2012_1208, CEMFI.
  17. Hu, Yingyao & Shum, Matthew, 2012. "Nonparametric identification of dynamic models with unobserved state variables," Journal of Econometrics, Elsevier, vol. 171(1), pages 32-44.
  18. Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2013. "Nonparametric estimation of finite mixtures," Sciences Po publications 2013-09, Sciences Po.
  19. Stefan Hoderlein & Lars Nesheim & Anna Simoni, 2012. "Semiparametric estimation of random coefficients in structural economic models," CeMMAP working papers CWP09/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  20. Stephane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2014. "Nonparametric estimation of finite measures," CeMMAP working papers CWP11/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  21. Yingyao Hu & Matthew Shum & Wei Tan, 2010. "A Simple Estimator for Dynamic Models with Serially Correlated Unobservables," Economics Working Paper Archive 558, The Johns Hopkins University,Department of Economics.