Nonparametric identification of behavioral responses to counterfactual policy interventions in dynamic discrete decision processes
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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- Thierry Magnac & David Thesmar, 2002. "Identifying Dynamic Discrete Decision Processes," Econometrica, Econometric Society, vol. 70(2), pages 801-816, March.
- V. Joseph Hotz & Robert A. Miller, 1993. "Conditional Choice Probabilities and the Estimation of Dynamic Models," Review of Economic Studies, Oxford University Press, vol. 60(3), pages 497-529.
- 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.
- Victor Aguirregabiria & Pedro Mira, 2002. "Swapping the Nested Fixed Point Algorithm: A Class of Estimators for Discrete Markov Decision Models," Econometrica, Econometric Society, vol. 70(4), pages 1519-1543, July.
- Matzkin, Rosa L., 1993. "Nonparametric identification and estimation of polychotomous choice models," Journal of Econometrics, Elsevier, vol. 58(1-2), pages 137-168, July.
- 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.
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