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Dynamic Discrete Choice Structural Models: A Survey

  • Pedro Mira

    ()

  • Victor Aguirregabiria

    ()

    (CEMFI, Centro de Estudios Monetarios y Financieros)

This paper reviews methods for the estimation of dynamic discrete choice structural models and discusses related econometric issues. We consider single agent models, competitive equilibrium models and dynamic games. The methods are illustrated with descriptions of empirical studies which have applied these techniques to problems in different areas of economics. Programming codes for the estimation methods will be available in a companion web page.

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Date of creation: Jul 2007
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Handle: RePEc:cmf:wpaper:wp2007_0711
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