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The identification of a mixture of first order binary Markov Chains

  • Martin Browning

    ()

  • Jesús M. Carro

    ()

Let S be the number of components in a finite discrete mixing distribution. We prove that the number of waves of panel being greater than or equal to 2S is a sufficient condition for global identification of a dynamic binary choice model in which all the parameters are heterogeneous. This model results in a mixture of S binary first order Markov Chains

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File URL: http://e-archivo.uc3m.es/bitstream/10016/11812/1/we1117.pdf
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Paper provided by Universidad Carlos III, Departamento de Economía in its series Economics Working Papers with number we1117.

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Date of creation: Jan 2011
Date of revision:
Handle: RePEc:cte:werepe:we1117
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  1. 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.
  2. repec:cup:cbooks:9780521692106 is not listed on IDEAS
  3. repec:cup:cbooks:9780521871532 is not listed on IDEAS
  4. Hiroyuki Kasahara & Katsumi Shimotsu, 2009. "Nonparametric Identification of Finite Mixture Models of Dynamic Discrete Choices," Econometrica, Econometric Society, vol. 77(1), pages 135-175, 01.
  5. Martin Browning & Jesus Carro, 2006. "Heterogeneity and Microeconometrics Modelling," CAM Working Papers 2006-03, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics.
  6. repec:cup:cbooks:9780521871549 is not listed on IDEAS
  7. repec:cup:cbooks:9780521692090 is not listed on IDEAS
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