Linear IV Regression Estimators for Structural Dynamic Discrete Choice Models
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- Steven T. Berry & Giovanni Compiani, 2020. "An Instrumental Variable Approach to Dynamic Models," Working Papers 2020-106, Becker Friedman Institute for Research In Economics.
- Schiraldi, Pasquale & Levy, Matthew R., 2021. "Identification of Dynamic Discrete-Continuous Choice Models, with an Application to Consumption-Savings-Retirement," CEPR Discussion Papers 15719, C.E.P.R. Discussion Papers.
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More about this item
Keywords
dynamic discrete choice; unobserved states; instrumental variables; identification; Euler equations;All these keywords.
JEL classification:
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C35 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions
- C36 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Instrumental Variables (IV) Estimation
- 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-DCM-2020-09-07 (Discrete Choice Models)
- NEP-ORE-2020-09-07 (Operations Research)
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