Sufficient Statistics for Unobserved Heterogeneity in Structural Dynamic Logit Models
Author
Abstract
Suggested Citation
Download full text from publisher
Other versions of this item:
- Aguirregabiria, Victor & Gu, Jiaying & Luo, Yao, 2021. "Sufficient statistics for unobserved heterogeneity in structural dynamic logit models," Journal of Econometrics, Elsevier, vol. 223(2), pages 280-311.
- Aguirregabiria, Victor & Gu, Jiaying & Luo, Yao, 2018. "Sufficient Statistics for Unobserved Heterogeneity in Structural Dynamic Logit Models," CEPR Discussion Papers 12930, C.E.P.R. Discussion Papers.
- Victor Aguirregabiria & Jiaying Gu & Yao Luo, 2018. "Sufficient Statistics for Unobserved Heterogeneity in Structural Dynamic Logit Models," Working Papers tecipa-603, University of Toronto, Department of Economics.
References listed on IDEAS
- Browning, Martin & Carro, Jesus M., 2014.
"Dynamic binary outcome models with maximal heterogeneity,"
Journal of Econometrics, Elsevier, vol. 178(2), pages 805-823.
- Martin Browning & Jesus M. Carro, 2007. "Dynamic Binary Outcome Models with Maximal Heterogeneity," CAM Working Papers 2009-08, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics, revised Feb 2009.
- Martin Browning & Jesus M. Carro, 2009. "Dynamic binary outcome models with maximal heterogeneity," Economics Series Working Papers 426, University of Oxford, Department of Economics.
- Browning, Martin & Carro, Jesús M., 2009. "Dynamic binary outcome models with maximal heterogeneity," UC3M Working papers. Economics we091710, Universidad Carlos III de Madrid. Departamento de Economía.
- Manuel Arellano & Stéphane Bonhomme, 2017.
"Nonlinear Panel Data Methods for Dynamic Heterogeneous Agent Models,"
Annual Review of Economics, Annual Reviews, vol. 9(1), pages 471-496, September.
- Manuel Arellano & Stéphane Bonhomme, 2016. "Nonlinear Panel Data Methods for Dynamic Heterogeneous Agent Models," Working Papers wp2016_1607, CEMFI.
- Manuel Arellano & Stéphane Bonhomme, 2016. "Nonlinear panel data methods for dynamic heterogeneous agent models," CeMMAP working papers CWP51/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Manuel Arellano & Stéphane Bonhomme, 2017. "Nonlinear Panel Data Methods for Dynamic Heterogeneous Agent Models," Working Papers wp2017_1703, CEMFI.
- Rust, John, 1987. "Optimal Replacement of GMC Bus Engines: An Empirical Model of Harold Zurcher," Econometrica, Econometric Society, vol. 55(5), pages 999-1033, September.
- Igal Hendel & Aviv Nevo, 2006.
"Measuring the Implications of Sales and Consumer Inventory Behavior,"
Econometrica, Econometric Society, vol. 74(6), pages 1637-1673, November.
- Igal Hendel & Aviv Nevo, 2005. "Measuring the Implications of Sales and Consumer Inventory Behavior," NBER Working Papers 11307, National Bureau of Economic Research, Inc.
- Tülin Erdem & Susumu Imai & Michael Keane, 2003.
"Brand and Quantity Choice Dynamics Under Price Uncertainty,"
Quantitative Marketing and Economics (QME), Springer, vol. 1(1), pages 5-64, March.
- Erdem, Tulin & Imai, Susumu & Keane, Michael, 2003. "Brand and Quantity Choice Dynamics Under Price Uncertainty," MPRA Paper 52516, University Library of Munich, Germany.
- Igal Hendel & Aviv Nevo, 2006.
"Sales and consumer inventory,"
RAND Journal of Economics, RAND Corporation, vol. 37(3), pages 543-561, September.
- Hendel, Igal & Nevo, Aviv, 2001. "Sales and Consumer Inventory," Competition Policy Center, Working Paper Series qt0p18h2d8, Competition Policy Center, Institute for Business and Economic Research, UC Berkeley.
- Igal Hendel & Aviv Nevo, 2002. "Sales and Consumer Inventory," NBER Working Papers 9048, National Bureau of Economic Research, Inc.
- Iga Hendel and Aviv Nevo., 2001. "Sales and Consumer Inventory," Economics Working Papers E01-307, University of California at Berkeley.
- Iga Hendel & Aviv Nevo, 2002. "Sales and Consumer Inventory," Microeconomics 0201001, University Library of Munich, Germany.
- Hendel, Igal & Nevo, Aviv, 2001. "Sales and Consumer Inventory," Department of Economics, Working Paper Series qt11x3d68b, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Tülin Erdem & Michael P. Keane & Baohong Sun, 2008. "A Dynamic Model of Brand Choice When Price and Advertising Signal Product Quality," Marketing Science, INFORMS, vol. 27(6), pages 1111-1125, 11-12.
- Kasahara, Hiroyuki, 2009. "Temporary Increases in Tariffs and Investment: The Chilean Experience," Journal of Business & Economic Statistics, American Statistical Association, vol. 27, pages 113-127.
- Thierry Magnac, 2004.
"Panel Binary Variables and Sufficiency: Generalizing Conditional Logit,"
Econometrica, Econometric Society, vol. 72(6), pages 1859-1876, November.
- Thierry Magnac, 2003. "Panel Binary Variables and Sufficiency: Generalizing Conditional Logit," Research Unit Working Papers 0308, Laboratoire d'Economie Appliquee, INRA.
- Thierry Magnac, 2004. "Panel binary variables and sufficiency : generalizing conditional logit," Post-Print hal-02678116, HAL.
- Lorenzo CALIENDO & Maximiliano DVORKIN & Fernando PARRO, 2016. "Trade and Labor Market Dynamics," Discussion papers 16050, Research Institute of Economy, Trade and Industry (RIETI).
- Jeffrey M. Wooldridge, 2005.
"Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(1), pages 39-54, January.
- Jeffrey M. Wooldridge, 2005. "Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(1), pages 39-54.
- Jeffrey M. Wooldridge, 2002. "Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity," CeMMAP working papers CWP18/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Frederiksen, Anders & Honore, Bo E. & Hu, Luojia, 2007.
"Discrete time duration models with group-level heterogeneity,"
Journal of Econometrics, Elsevier, vol. 141(2), pages 1014-1043, December.
- Anders Frederiksen & Bo E. Honoré & Luojia Hu, 2006. "Discrete Time Duration Models with Group-level Heterogeneity," Discussion Papers 05-008, Stanford Institute for Economic Policy Research.
- Victor Aguirregabiria, 1999. "The Dynamics of Markups and Inventories in Retailing Firms," Review of Economic Studies, Oxford University Press, vol. 66(2), pages 275-308.
- Jonathan L. Willis, 2006.
"Magazine prices revisited,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(3), pages 337-344.
- Jonathan L. Willis, 2006. "Magazine prices revisited," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(3), pages 337-344, April.
- Jonathan L. Willis, 2001. "Magazine prices revisited," Research Working Paper RWP 01-15, Federal Reserve Bank of Kansas City.
- Thierry Magnac & David Thesmar, 2002.
"Identifying Dynamic Discrete Decision Processes,"
Econometrica, Econometric Society, vol. 70(2), pages 801-816, March.
- T. Magnac & D. Thesmar, 2002. "Identifying dynamic discrete decision processes [[Identification d'un processus de décision discret dynamique]]," Post-Print hal-02671242, HAL.
- Sanghamitra Das, 1992. "A Micro-Econometric Model of Capital Utilization and Retirement: The Case of the U.S. Cement Industry," Review of Economic Studies, Oxford University Press, vol. 59(2), pages 277-297.
- Lorenzo Caliendo & Maximiliano Dvorkin & Fernando Parro, 2019.
"Trade and Labor Market Dynamics: General Equilibrium Analysis of the China Trade Shock,"
Econometrica, Econometric Society, vol. 87(3), pages 741-835, May.
- Lorenzo Caliendo & Maximiliano Dvorkin & Fernando Parro, 2015. "Trade and Labor Market Dynamics: General Equilibrium Analysis of the China Trade Shock," Working Papers 2015-9, Federal Reserve Bank of St. Louis.
- Arellano, Manuel & Honore, Bo, 2001.
"Panel data models: some recent developments,"
Handbook of Econometrics, in: J.J. Heckman & E.E. Leamer (ed.), Handbook of Econometrics, edition 1, volume 5, chapter 53, pages 3229-3296,
Elsevier.
- Arellano, M. & Honore, B., 2000. "Panel Data Models: Some Recent Developments," Papers 0016, Centro de Estudios Monetarios Y Financieros-.
- Manuel Arellano & Bo Honoré, 2000. "Panel Data Models: Some Recent Developments," Working Papers wp2000_0016, CEMFI.
- Bo E. Honoré & Elie Tamer, 2006. "Bounds on Parameters in Panel Dynamic Discrete Choice Models," Econometrica, Econometric Society, vol. 74(3), pages 611-629, May.
- Martin Browning & Jesus M. Carro, 2010.
"Heterogeneity in dynamic discrete choice models,"
Econometrics Journal, Royal Economic Society, vol. 13(1), pages 1-39, February.
- Martin Browning & Jesus Carro, 2006. "Heterogeneity in dynamic discrete choice models," Economics Series Working Papers 287, University of Oxford, Department of Economics.
- Gary Chamberlain, 1980.
"Analysis of Covariance with Qualitative Data,"
Review of Economic Studies, Oxford University Press, vol. 47(1), pages 225-238.
- Gary Chamberlain, 1979. "Analysis of Covariance With Qualitative Data," NBER Working Papers 0325, National Bureau of Economic Research, Inc.
- Chintagunta, Pradeep & Kyriazidou, Ekaterini & Perktold, Josef, 2001. "Panel data analysis of household brand choices," Journal of Econometrics, Elsevier, vol. 103(1-2), pages 111-153, July.
- Jinyong Hahn & Whitney Newey, 2004.
"Jackknife and Analytical Bias Reduction for Nonlinear Panel Models,"
Econometrica, Econometric Society, vol. 72(4), pages 1295-1319, July.
- Jinyong Hahn & Whitney K. Newey, 2003. "Jackknife and analytical bias reduction for nonlinear panel models," CeMMAP working papers CWP17/03, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Timothy Dunne & Shawn D. Klimek & Mark J. Roberts & Daniel Yi Xu, 2013.
"Entry, exit, and the determinants of market structure,"
RAND Journal of Economics, RAND Corporation, vol. 44(3), pages 462-487, September.
- Timothy Dunne & Shawn Klimek & Mark Roberts & Daniel Yi Xu, 2009. "Entry, Exit, and the Determinants of Market Structure," Working Papers 09-23, Center for Economic Studies, U.S. Census Bureau.
- Timothy Dunne & Shawn D. Klimek & Mark J. Roberts & Daniel Yi Xu, 2009. "Entry, exit and the determinants of market structure," Working Papers (Old Series) 0907, Federal Reserve Bank of Cleveland.
- Timothy Dunne & Shawn D. Klimek & Mark J. Roberts & Daniel Yi Xu, 2009. "Entry, Exit, and the Determinants of Market Structure," NBER Working Papers 15313, National Bureau of Economic Research, Inc.
- Timothy Dunne & Shawn D. Klimek & Mark J. Roberts & Daniel Yi Xu, 2013. "Entry, exit, and the determinants of market structure," FRB Atlanta Working Paper 2013-10, Federal Reserve Bank of Atlanta.
- Manski, Charles F, 1987.
"Semiparametric Analysis of Random Effects Linear Models from Binary Panel Data,"
Econometrica, Econometric Society, vol. 55(2), pages 357-362, March.
- Manski, Charles F., 1985. "Semiparametric Analysis Of Random Effects Linear Models From Binary Panel Data," SSRI Workshop Series 292669, University of Wisconsin-Madison, Social Systems Research Institute.
- Manuel Arellano & Stéphane Bonhomme, 2017. "Nonlinear Panel Data Methods for Dynamic Heterogeneous Agent Models," Working Papers wp2018_1703, CEMFI.
- Kano, Kazuko, 2013.
"Menu costs and dynamic duopoly,"
International Journal of Industrial Organization, Elsevier, vol. 31(1), pages 102-118.
- Kano, Kazuko, 2011. "Menu Costs and Dynamic Duopoly," MPRA Paper 38909, University Library of Munich, Germany.
- Kazuko Kano, 2012. "Menu Costs and Dynamic Duopoly," Global COE Hi-Stat Discussion Paper Series gd12-263, Institute of Economic Research, Hitotsubashi University.
- Stéphane Bonhomme, 2012. "Functional Differencing," Econometrica, Econometric Society, vol. 80(4), pages 1337-1385, July.
- Keane, Michael P & Wolpin, Kenneth I, 1997.
"The Career Decisions of Young Men,"
Journal of Political Economy, University of Chicago Press, vol. 105(3), pages 473-522, June.
- Michael P. Keane & Kenneth I. Wolpin, 1995. "The career decisions of young men," Working Papers 559, Federal Reserve Bank of Minneapolis.
- Myrto Kalouptsidi, 2014. "Time to Build and Fluctuations in Bulk Shipping," American Economic Review, American Economic Association, vol. 104(2), pages 564-608, February.
- Victor Chernozhukov & Iván Fernández‐Val & Jinyong Hahn & Whitney Newey, 2013.
"Average and Quantile Effects in Nonseparable Panel Models,"
Econometrica, Econometric Society, vol. 81(2), pages 535-580, March.
- Victor Chernozhukov & Ivan Fernandez-Val & Jinyong Hahn & Whitney Newey, 2009. "Average and Quantile Effects in Nonseparable Panel Models," Papers 0904.1990, arXiv.org, revised Mar 2013.
- Richard Ericson & Ariel Pakes, 1995. "Markov-Perfect Industry Dynamics: A Framework for Empirical Work," Review of Economic Studies, Oxford University Press, vol. 62(1), pages 53-82.
- Miller, Robert A, 1984. "Job Matching and Occupational Choice," Journal of Political Economy, University of Chicago Press, vol. 92(6), pages 1086-1120, December.
- Gary Chamberlain, 2010. "Binary Response Models for Panel Data: Identification and Information," Econometrica, Econometric Society, vol. 78(1), pages 159-168, January.
- Roberts, Mark J & Tybout, James R, 1997. "The Decision to Export in Colombia: An Empirical Model of Entry with Sunk Costs," American Economic Review, American Economic Association, vol. 87(4), pages 545-564, September.
- Victor Aguirregabiria & Pedro Mira, 2007.
"Sequential Estimation of Dynamic Discrete Games,"
Econometrica, Econometric Society, vol. 75(1), pages 1-53, January.
- Victor Aguirregabiria & Pedro Mira, 2004. "Sequential Estimation of Dynamic Discrete Games," Industrial Organization 0406006, University Library of Munich, Germany.
- Víctor Aguirregabiria & Pedro Mira, 2004. "Sequential Estimation of Dynamic Discrete Games," Working Papers wp2004_0413, CEMFI.
- Maximiliano Dvorkin & Fernando Parro & Lorenzo Caliendo, 2015.
"The Impact of Trade on Labor Market Dynamics,"
2015 Meeting Papers
1532, Society for Economic Dynamics.
- Lorenzo Caliendo & Maximiliano Dvorkin & Fernando Parro, 2015. "The Impact of Trade on Labor Market Dynamics," NBER Working Papers 21149, National Bureau of Economic Research, Inc.
- Andrew Sweeting, 2013. "Dynamic Product Positioning in Differentiated Product Markets: The Effect of Fees for Musical Performance Rights on the Commercial Radio Industry," Econometrica, Econometric Society, vol. 81(5), pages 1763-1803, September.
- Peter Arcidiacono & Robert A. Miller, 2011. "Conditional Choice Probability Estimation of Dynamic Discrete Choice Models With Unobserved Heterogeneity," Econometrica, Econometric Society, vol. 79(6), pages 1823-1867, November.
- Hahn, Jinyong & Kuersteiner, Guido, 2011. "Bias Reduction For Dynamic Nonlinear Panel Models With Fixed Effects," Econometric Theory, Cambridge University Press, vol. 27(6), pages 1152-1191, December.
- Hiroyuki Kasahara & Katsumi Shimotsu, 2009. "Nonparametric Identification of Finite Mixture Models of Dynamic Discrete Choices," Econometrica, Econometric Society, vol. 77(1), pages 135-175, January.
- Margaret E. Slade & G.R.E.Q.A.M., 1998. "Optimal Pricing with Costly Adjustment: Evidence from Retail-Grocery Prices," Review of Economic Studies, Oxford University Press, vol. 65(1), pages 87-107.
- D. Mark Kennet, 1993. "Did Deregulation Affect Aircraft Engine Maintenance? An Empirical Policy Analysis," RAND Journal of Economics, The RAND Corporation, vol. 24(4), pages 542-558, Winter.
- Bo E. Honoré & Ekaterini Kyriazidou, 2000. "Panel Data Discrete Choice Models with Lagged Dependent Variables," Econometrica, Econometric Society, vol. 68(4), pages 839-874, July.
- repec:rje:randje:v:37:y:2006:3:p:543-561 is not listed on IDEAS
- Myrto Kalouptsidi & Paul T. Scott & Eduardo Souza-Rodrigues, 2015. "Identification of Counterfactuals in Dynamic Discrete Choice Models," NBER Working Papers 21527, National Bureau of Economic Research, Inc.
- Lancaster, Tony, 2000. "The incidental parameter problem since 1948," Journal of Econometrics, Elsevier, vol. 95(2), pages 391-413, April.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Bo E Honoré & Áureo de Paula, 2021.
"Identification in simple binary outcome panel data models [Sufficient statistics for unobserved heterogeneity in structural dynamic logit models],"
The Econometrics Journal, Royal Economic Society, vol. 24(2), pages 78-93.
- Bo E. Honoré & Áureo de Paula, 2021. "Identification in simple binary outcome panel data models," CeMMAP working papers CWP14/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Aguirregabiria & Jesus Carro, 2021.
"Identification of Average Marginal Effects in Fixed Effects Dynamic Discrete Choice Models,"
Working Papers
tecipa-701, University of Toronto, Department of Economics.
- Aguirregabiria, Victor & Carro, Jesus, 2021. "Identification of Average Marginal Effects in Fixed Effects Dynamic Discrete Choice Models," CEPR Discussion Papers 16354, C.E.P.R. Discussion Papers.
- Victor Aguirregabiria & Jesus M. Carro, 2021. "Identification of Average Marginal Effects in Fixed Effects Dynamic Discrete Choice Models," Papers 2107.06141, arXiv.org.
- Fu Ouyang & Thomas Tao Yang, 2020. "Semiparametric Estimation of Dynamic Binary Choice Panel Data Models," ANU Working Papers in Economics and Econometrics 2020-671, Australian National University, College of Business and Economics, School of Economics.
- Christopher Dobronyi & Jiaying Gu & Kyoo il Kim, 2021. "Identification of Dynamic Panel Logit Models with Fixed Effects," Papers 2104.04590, arXiv.org, revised Apr 2021.
- Stéphane Bonhomme & Martin Weidner, 2020. "Posterior average effects," CeMMAP working papers CWP49/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Stéphane Bonhomme & Martin Weidner, 2019.
"Posterior average effects,"
CeMMAP working papers
CWP43/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- St'ephane Bonhomme & Martin Weidner, 2019. "Posterior Average Effects," Papers 1906.06360, arXiv.org, revised Sep 2021.
- Victor Aguirregabiria, 2022.
"Dynamic demand for differentiated products with fixed-effects unobserved heterogeneity,"
Papers
2205.03948, arXiv.org, revised Aug 2022.
- Victor Aguirregabiria, 2022. "Dynamic demand for differentiated products with fixed-effects unobserved heterogeneity," Working Papers tecipa-723, University of Toronto, Department of Economics.
- Aguirregabiria, Victor, 2022. "Dynamic demand for differentiated products with fixed effects unobserved heterogeneity," CEPR Discussion Papers 17292, C.E.P.R. Discussion Papers.
- Fu Ouyang & Thomas Tao Yang, 2020. "Semiparametric Estimation of Dynamic Binary Choice Panel Data Models," Discussion Papers Series 626, School of Economics, University of Queensland, Australia.
- Dmitry Arkhangelsky & Guido W. Imbens, 2019.
"Doubly Robust Identification for Causal Panel Data Models,"
Papers
1909.09412, arXiv.org, revised Feb 2022.
- Dmitry Arkhangelsky & Guido W. Imbens, 2021. "Double-Robust Identification for Causal Panel Data Models," NBER Working Papers 28364, National Bureau of Economic Research, Inc.
- Irene Botosaru & Chris Muris & Senay Sokullu, 2022.
"Time-Varying Linear Transformation Models with Fixed Effects and Endogeneity for Short Panels,"
Department of Economics Working Papers
2022-01, McMaster University.
- Senay Sokullu & Irene Botosaru & Chris Muris, 2022. "Time-Varying Linear Transformation Models with Fixed Effects and Endogeneity for Short Panels," Bristol Economics Discussion Papers 22/756, School of Economics, University of Bristol, UK.
- Bo E. Honoré & Chris Muris & Martin Weidner, 2021.
"Dynamic Ordered Panel Logit Models,"
Working Papers
2021-14, Princeton University. Economics Department..
- Bo E. Honor'e & Chris Muris & Martin Weidner, 2021. "Dynamic Ordered Panel Logit Models," Papers 2107.03253, arXiv.org, revised Dec 2021.
- Fu Ouyang & Thomas Tao Yang, 2022. "Semiparametric Estimation of Dynamic Binary Choice Panel Data Models," Papers 2202.12062, arXiv.org, revised Dec 2022.
- Shakeeb Khan & Maria Ponomareva & Elie Tamer, 2019. "Identification of Dynamic Panel Binary Response Models," Boston College Working Papers in Economics 979, Boston College Department of Economics.
- Williams, Benjamin, 2020. "Nonparametric identification of discrete choice models with lagged dependent variables," Journal of Econometrics, Elsevier, vol. 215(1), pages 286-304.
- Irene Botosaru & Chris Muris & Krishna Pendakur, 2020.
"Intertemporal Collective Household Models: Identification in Short Panels with Unobserved Heterogeneity in Resource Shares,"
Department of Economics Working Papers
2020-09, McMaster University.
- Irene Botosaru & Chris Muris & Krishna Pendakur, 2020. "Intertemporal Collective Household Models: Identification in Short Panels with Unobserved Heterogeneity in Resource Shares," CeMMAP working papers CWP26/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Victor Aguirregabiria & Margaret Slade, 2017.
"Empirical models of firms and industries,"
Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 50(5), pages 1445-1488, December.
- Victor Aguirregabiria & Margaret Slade, 2017. "Empirical models of firms and industries," Canadian Journal of Economics, Canadian Economics Association, vol. 50(5), pages 1445-1488, December.
- Aguirregabiria, Victor & Slade, Margaret, 2017. "Empirical Models of Firms and Industries," CEPR Discussion Papers 12074, C.E.P.R. Discussion Papers.
- Aguirregabiria, Victor & Slade, Margaret E., 2017. "Empirical Models of Firms and Industries," Microeconomics.ca working papers margaret_e._slade-2017-4, Vancouver School of Economics, revised 27 Apr 2017.
- Victor Aguirregabiria & Margaret Slade, 2017. "Empirical Models of Firms and Industries," Working Papers tecipa-580, University of Toronto, Department of Economics.
- Aguirregabiria, Victor & Mira, Pedro, 2010.
"Dynamic discrete choice structural models: A survey,"
Journal of Econometrics, Elsevier, vol. 156(1), pages 38-67, May.
- Víctor Aguirregabiria & Pedro Mira, 2007. "Dynamic Discrete Choice Structural Models: A Survey," Working Papers wp2007_0711, CEMFI.
- Victor Aguirregabiria & Pedro mira, 2007. "Dynamic Discrete Choice Structural Models: A Survey," Working Papers tecipa-297, University of Toronto, Department of Economics.
- Hu, Yingyao, 2017. "The Econometrics of Unobservables -- Latent Variable and Measurement Error Models and Their Applications in Empirical Industrial Organization and Labor Economics [The Econometrics of Unobservables]," Economics Working Paper Archive 64578, The Johns Hopkins University,Department of Economics, revised 2021.
- Geert Dhaene & Koen Jochmans, 2015.
"Split-panel Jackknife Estimation of Fixed-effect Models,"
Review of Economic Studies, Oxford University Press, vol. 82(3), pages 991-1030.
- DHAENE, Geert & JOCHMANS, Koen, 2010. "Split-panel jackknife estimation of fixed-effect models," LIDAM Discussion Papers CORE 2010003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Geert Dhaene & Koen Jochmans, 2014. "Split-Panel Jackknife Estimation of Fixed-Effect Models," Sciences Po publications 2014-03, Sciences Po.
- Geert Dhaene & Koen Jochmans, 2010. "Split-panel jackknife estimation of fixed-effect models," Sciences Po publications info:hdl:2441/eu4vqp9ompq, Sciences Po.
- Geert Dhaene & Koen Jochmans, 2014. "Split-Panel Jackknife Estimation of Fixed-Effect Models," SciencePo Working papers hal-01070553, HAL.
- Geert Dhaene & Koen Jochmans, 2014. "Split-Panel Jackknife Estimation of Fixed-Effect Models," Working Papers hal-01070553, HAL.
- Geert Dhaene & Koen Jochmans, 2014. "Split-Panel Jackknife Estimation of Fixed-Effect Models," SciencePo Working papers Main hal-01070553, HAL.
- Geert Dhaene & Koen Jochmans, 2010. "Split-panel jackknife estimation of fixed-effect models," Working Papers hal-03627120, HAL.
- Geert Dhaene & Koen Jochmans, 2015. "Split-panel jackknife estimation of fixed-effect models," Post-Print hal-03392997, HAL.
- Geert Dhaene & Koen Jochmans, 2014. "Split-Panel Jackknife Estimation of Fixed-Effect Models," Sciences Po Economics Discussion Papers 2014-03, Sciences Po Departement of Economics.
- Geert Dhaene & Koen Jochmans, 2015. "Split-panel jackknife estimation of fixed-effect models," SciencePo Working papers Main hal-03392997, HAL.
- repec:hal:spmain:info:hdl:2441/eu4vqp9ompqllr09ij4j0h0h1 is not listed on IDEAS
- Manuel Arellano & Stéphane Bonhomme, 2017.
"Nonlinear Panel Data Methods for Dynamic Heterogeneous Agent Models,"
Annual Review of Economics, Annual Reviews, vol. 9(1), pages 471-496, September.
- Manuel Arellano & Stéphane Bonhomme, 2016. "Nonlinear Panel Data Methods for Dynamic Heterogeneous Agent Models," Working Papers wp2016_1607, CEMFI.
- Manuel Arellano & Stéphane Bonhomme, 2016. "Nonlinear panel data methods for dynamic heterogeneous agent models," CeMMAP working papers CWP51/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Manuel Arellano & Stéphane Bonhomme, 2017. "Nonlinear Panel Data Methods for Dynamic Heterogeneous Agent Models," Working Papers wp2017_1703, CEMFI.
- Geert Dhaene & Koen Jochmans, 2015.
"Split-panel Jackknife Estimation of Fixed-effect Models,"
Review of Economic Studies, Oxford University Press, vol. 82(3), pages 991-1030.
- DHAENE, Geert & JOCHMANS, Koen, 2010. "Split-panel jackknife estimation of fixed-effect models," LIDAM Discussion Papers CORE 2010003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Geert Dhaene & Koen Jochmans, 2014. "Split-Panel Jackknife Estimation of Fixed-Effect Models," Sciences Po Economics Discussion Papers 2014-03, Sciences Po Departement of Economics.
- Geert Dhaene & Koen Jochmans, 2014. "Split-Panel Jackknife Estimation of Fixed-Effect Models," Sciences Po publications 2014-03, Sciences Po.
- Geert Dhaene & Koen Jochmans, 2010. "Split-panel jackknife estimation of fixed-effect models," Sciences Po publications info:hdl:2441/eu4vqp9ompq, Sciences Po.
- Geert Dhaene & Koen Jochmans, 2014. "Split-Panel Jackknife Estimation of Fixed-Effect Models," SciencePo Working papers hal-01070553, HAL.
- Geert Dhaene & Koen Jochmans, 2014. "Split-Panel Jackknife Estimation of Fixed-Effect Models," Working Papers hal-01070553, HAL.
- Geert Dhaene & Koen Jochmans, 2014. "Split-Panel Jackknife Estimation of Fixed-Effect Models," SciencePo Working papers Main hal-01070553, HAL.
- Geert Dhaene & Koen Jochmans, 2010. "Split-panel jackknife estimation of fixed-effect models," Working Papers hal-03627120, HAL.
- Geert Dhaene & Koen Jochmans, 2015. "Split-panel jackknife estimation of fixed-effect models," Post-Print hal-03392997, HAL.
- Geert Dhaene & Koen Jochmans, 2015. "Split-panel jackknife estimation of fixed-effect models," SciencePo Working papers Main hal-03392997, HAL.
- repec:hal:spmain:info:hdl:2441/f6h8764enu2lskk9p2m9mgp8l is not listed on IDEAS
- Geert Dhaene & Koen Jochmans, 2015.
"Split-panel Jackknife Estimation of Fixed-effect Models,"
Review of Economic Studies, Oxford University Press, vol. 82(3), pages 991-1030.
- Geert Dhaene & Koen Jochmans, 2010. "Split-panel jackknife estimation of fixed-effect models," Working Papers hal-03627120, HAL.
- Geert Dhaene & Koen Jochmans, 2015. "Split-panel jackknife estimation of fixed-effect models," Post-Print hal-03392997, HAL.
- Geert Dhaene & Koen Jochmans, 2014. "Split-Panel Jackknife Estimation of Fixed-Effect Models," SciencePo Working papers hal-01070553, HAL.
- Geert Dhaene & Koen Jochmans, 2014. "Split-Panel Jackknife Estimation of Fixed-Effect Models," Working Papers hal-01070553, HAL.
- Geert Dhaene & Koen Jochmans, 2014. "Split-Panel Jackknife Estimation of Fixed-Effect Models," SciencePo Working papers Main hal-01070553, HAL.
- Geert Dhaene & Koen Jochmans, 2014. "Split-Panel Jackknife Estimation of Fixed-Effect Models," Sciences Po publications 2014-03, Sciences Po.
- Geert Dhaene & Koen Jochmans, 2010. "Split-panel jackknife estimation of fixed-effect models," Sciences Po publications info:hdl:2441/eu4vqp9ompq, Sciences Po.
- DHAENE, Geert & JOCHMANS, Koen, 2010. "Split-panel jackknife estimation of fixed-effect models," LIDAM Discussion Papers CORE 2010003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Geert Dhaene & Koen Jochmans, 2014. "Split-Panel Jackknife Estimation of Fixed-Effect Models," Sciences Po Economics Discussion Papers 2014-03, Sciences Po Departement of Economics.
- Geert Dhaene & Koen Jochmans, 2015. "Split-panel jackknife estimation of fixed-effect models," SciencePo Working papers Main hal-03392997, HAL.
- Geert Dhaene & Koen Jochmans, 2015.
"Split-panel Jackknife Estimation of Fixed-effect Models,"
Review of Economic Studies, Oxford University Press, vol. 82(3), pages 991-1030.
- Geert Dhaene & Koen Jochmans, 2010. "Split-panel jackknife estimation of fixed-effect models," Working Papers hal-03627120, HAL.
- DHAENE, Geert & JOCHMANS, Koen, 2010. "Split-panel jackknife estimation of fixed-effect models," LIDAM Discussion Papers CORE 2010003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Geert Dhaene & Koen Jochmans, 2014. "Split-Panel Jackknife Estimation of Fixed-Effect Models," Sciences Po publications 2014-03, Sciences Po.
- Geert Dhaene & Koen Jochmans, 2010. "Split-panel jackknife estimation of fixed-effect models," Sciences Po publications info:hdl:2441/eu4vqp9ompq, Sciences Po.
- Geert Dhaene & Koen Jochmans, 2014. "Split-Panel Jackknife Estimation of Fixed-Effect Models," SciencePo Working papers hal-01070553, HAL.
- Geert Dhaene & Koen Jochmans, 2014. "Split-Panel Jackknife Estimation of Fixed-Effect Models," Working Papers hal-01070553, HAL.
- Geert Dhaene & Koen Jochmans, 2014. "Split-Panel Jackknife Estimation of Fixed-Effect Models," SciencePo Working papers Main hal-01070553, HAL.
- Geert Dhaene & Koen Jochmans, 2015. "Split-panel jackknife estimation of fixed-effect models," Post-Print hal-03392997, HAL.
- Geert Dhaene & Koen Jochmans, 2014. "Split-Panel Jackknife Estimation of Fixed-Effect Models," Sciences Po Economics Discussion Papers 2014-03, Sciences Po Departement of Economics.
- Geert Dhaene & Koen Jochmans, 2015. "Split-panel jackknife estimation of fixed-effect models," SciencePo Working papers Main hal-03392997, HAL.
- repec:hal:wpspec:info:hdl:2441/f6h8764enu2lskk9p2m9mgp8l is not listed on IDEAS
- Geert Dhaene & Koen Jochmans, 2015.
"Split-panel Jackknife Estimation of Fixed-effect Models,"
Review of Economic Studies, Oxford University Press, vol. 82(3), pages 991-1030.
- Geert Dhaene & Koen Jochmans, 2010. "Split-panel jackknife estimation of fixed-effect models," Working Papers hal-03627120, HAL.
- Geert Dhaene & Koen Jochmans, 2015. "Split-panel jackknife estimation of fixed-effect models," SciencePo Working papers Main hal-03392997, HAL.
- Geert Dhaene & Koen Jochmans, 2014. "Split-Panel Jackknife Estimation of Fixed-Effect Models," SciencePo Working papers hal-01070553, HAL.
- Geert Dhaene & Koen Jochmans, 2014. "Split-Panel Jackknife Estimation of Fixed-Effect Models," Working Papers hal-01070553, HAL.
- Geert Dhaene & Koen Jochmans, 2014. "Split-Panel Jackknife Estimation of Fixed-Effect Models," SciencePo Working papers Main hal-01070553, HAL.
- Geert Dhaene & Koen Jochmans, 2014. "Split-Panel Jackknife Estimation of Fixed-Effect Models," Sciences Po publications 2014-03, Sciences Po.
- Geert Dhaene & Koen Jochmans, 2010. "Split-panel jackknife estimation of fixed-effect models," Sciences Po publications info:hdl:2441/eu4vqp9ompq, Sciences Po.
- DHAENE, Geert & JOCHMANS, Koen, 2010. "Split-panel jackknife estimation of fixed-effect models," LIDAM Discussion Papers CORE 2010003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Geert Dhaene & Koen Jochmans, 2015. "Split-panel jackknife estimation of fixed-effect models," Post-Print hal-03392997, HAL.
- Geert Dhaene & Koen Jochmans, 2014. "Split-Panel Jackknife Estimation of Fixed-Effect Models," Sciences Po Economics Discussion Papers 2014-03, Sciences Po Departement of Economics.
- Williams, Benjamin, 2020. "Nonparametric identification of discrete choice models with lagged dependent variables," Journal of Econometrics, Elsevier, vol. 215(1), pages 286-304.
- Hu, Yingyao & Shum, Matthew, 2012.
"Nonparametric identification of dynamic models with unobserved state variables,"
Journal of Econometrics, Elsevier, vol. 171(1), pages 32-44.
- Yingyao Hu & Matthew Shum, 2008. "Nonparametric identification of dynamic models with unobserved state variables," CeMMAP working papers CWP13/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Yingyao Hu & Matthew Shum, 2008. "Nonparametric Identification of Dynamic Models with Unobserved State Variables," Economics Working Paper Archive 543, The Johns Hopkins University,Department of Economics.
- Myrto Kalouptsidi & Paul T. Scott & Eduardo Souza‐Rodrigues, 2021. "Identification of counterfactuals in dynamic discrete choice models," Quantitative Economics, Econometric Society, vol. 12(2), pages 351-403, May.
- Ghanem, Dalia, 2017. "Testing identifying assumptions in nonseparable panel data models," Journal of Econometrics, Elsevier, vol. 197(2), pages 202-217.
- Kalouptsidi, Myrto & Scott, Paul & Souza-Rodrigues, Edouardo, 2015.
"Identification of Counterfactuals and Payoffs in Dynamic Discrete Choice with an Application to Land Use,"
TSE Working Papers
15-596, Toulouse School of Economics (TSE).
- Myrto Kalouptsidi & Paul T. Scott & Eduardo Souza-Rodrigues, 2015. "Identification of Counterfactuals and Payoffs in Dynamic Discrete Choice with an Application to Land Use," Working Papers tecipa-546, University of Toronto, Department of Economics.
- Laura Liu & Alexandre Poirier & Ji-Liang Shiu, 2021. "Identification and Estimation of Partial Effects in Nonlinear Semiparametric Panel Models," Papers 2105.12891, arXiv.org, revised Dec 2022.
- Irene Botosaru & Chris Muris & Krishna Pendakur, 2020. "Identification of Time-Varying Transformation Models with Fixed Effects, with an Application to Unobserved Heterogeneity in Resource Shares," Papers 2008.05507, arXiv.org, revised Apr 2021.
- Kalouptsidi, Myrto & Scott, Paul & Souza-Rodrigues, Eduardo, 2017. "Identification of Counterfactuals in Dynamic Discrete Choice Models," CEPR Discussion Papers 12470, C.E.P.R. Discussion Papers.
- Victor Aguirregabiria & Jesus M. Carro, 2021.
"Identification of Average Marginal Effects in Fixed Effects Dynamic Discrete Choice Models,"
Papers
2107.06141, arXiv.org.
- Victor Aguirregabiria & Jesus Carro, 2021. "Identification of Average Marginal Effects in Fixed Effects Dynamic Discrete Choice Models," Working Papers tecipa-701, University of Toronto, Department of Economics.
- Aguirregabiria, Victor & Carro, Jesus, 2021. "Identification of Average Marginal Effects in Fixed Effects Dynamic Discrete Choice Models," CEPR Discussion Papers 16354, C.E.P.R. Discussion Papers.
- Manuel Arellano & Stéphane Bonhomme, 2017. "Nonlinear Panel Data Methods for Dynamic Heterogeneous Agent Models," Working Papers wp2018_1703, CEMFI.
- Aristodemou, Eleni, 2021. "Semiparametric identification in panel data discrete response models," Journal of Econometrics, Elsevier, vol. 220(2), pages 253-271.
More about this item
JEL classification:
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- C25 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions; Probabilities
- C41 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Duration Analysis; Optimal Timing Strategies
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
NEP fields
This paper has been announced in the following NEP Reports:- NEP-COM-2018-05-21 (Industrial Competition)
- NEP-DCM-2018-05-21 (Discrete Choice Models)
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:arx:papers:1805.04048. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: . General contact details of provider: http://arxiv.org/ .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: arXiv administrators (email available below). General contact details of provider: http://arxiv.org/ .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.