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Estimation of Dynamic Programming Models with Censored Dependent Variables

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Abstract

This paper considers the estimation of dynamic structural models where the decision variables are censored. We present and discuss several econometric issues and estimation methods under alternative stochastic structure of the unobservables, different potential sources of censoring, and different characteritics of dataset.

Suggested Citation

  • Aguirregabiria, V., 1997. "Estimation of Dynamic Programming Models with Censored Dependent Variables," UWO Department of Economics Working Papers 9706, University of Western Ontario, Department of Economics.
  • Handle: RePEc:uwo:uwowop:9706
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    File URL: https://ir.lib.uwo.ca/cgi/viewcontent.cgi?article=1427&context=economicsresrpt
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    Cited by:

    1. Marco Cozzi, 2012. "Risk Aversion Heterogeneity, Risky Jobs And Wealth Inequality," Working Paper 1286, Economics Department, Queen's University.
    2. Mirta N. S. Bugarin, 2000. "Progressive Taxation and the Real Business Cycle," Econometric Society World Congress 2000 Contributed Papers 1897, Econometric Society.
    3. Andreas PEICHL, "undated". "The Benefits of Linking CGE and Microsimulation Models - Evidence from a Flat Tax analysis," EcoMod2008 23800106, EcoMod.
    4. Isabel Correia, 2010. "Consumption Taxes and Redistribution," American Economic Review, American Economic Association, vol. 100(4), pages 1673-1694, September.
    5. Alan D. Viard, 2000. "The transition to consumption taxation, part 1: the impact on existing capital," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q3, pages 2-22.

    More about this item

    Keywords

    DECISION MAKING; ECONOMIC MODELS;

    JEL classification:

    • C34 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Truncated and Censored Models; Switching Regression Models
    • C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
    • C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
    • J23 - Labor and Demographic Economics - - Demand and Supply of Labor - - - Labor Demand

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