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Dynamic Discrete Choice Structural Models: A Survey

Listed author(s):
  • Victor Aguirregabiria
  • Pedro mira

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 are available in a companion web page.

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Paper provided by University of Toronto, Department of Economics in its series Working Papers with number tecipa-297.

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Length: 69 pages
Date of creation: 27 Jul 2007
Handle: RePEc:tor:tecipa:tecipa-297
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