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Conditional Choice Probabilities And The Estimation Of Dynamic Discrete Choice Models

Author

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  • HOTZ, V.J.
  • MILLER, R.A.

Abstract

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Suggested Citation

  • Hotz, V.J. & Miller, R.A., 1988. "Conditional Choice Probabilities And The Estimation Of Dynamic Discrete Choice Models," GSIA Working Papers 88-89-10, Carnegie Mellon University, Tepper School of Business.
    • Handle: RePEc:cmu:gsiawp:88-89-10
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    Cited by:

    1. Hajivassiliou, Vassilis A. & Ruud, Paul A., 1986. "Classical estimation methods for LDV models using simulation," Handbook of Econometrics, in: R. F. Engle & D. McFadden (ed.), Handbook of Econometrics, edition 1, volume 4, chapter 40, pages 2383-2441, Elsevier.
    2. 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.
    3. Sumru Altug & Robert A. Miller, 1990. "Human capital, aggregate shocks, and panel data estimation," Discussion Paper / Institute for Empirical Macroeconomics 47, Federal Reserve Bank of Minneapolis.
    4. Vassilis A. Hajivassiliou, 1991. "Simulation Estimation Methods for Limited Dependent Variable Models," Cowles Foundation Discussion Papers 1007, Cowles Foundation for Research in Economics, Yale University.

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