Practical Methods for Estimation of Dynamic Discrete Choice Models
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Cited by:
- An, Yonghong & Hu, Yingyao & Xiao, Ruli, 2021.
"Dynamic decisions under subjective expectations: A structural analysis,"
Journal of Econometrics, Elsevier, vol. 222(1), pages 645-675.
- Yonghong An & Yingyao Hu & Ruli Xiao, 2018. "Dynamic decisions under subjective expectations: a structural analysis," CeMMAP working papers CWP11/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Yonghong An & Yingyao Hu & Ruli Xiao, 2018. "Dynamic Decisions under Subjective Expectations: A Structural Analysis," CAEPR Working Papers 2018-001, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Heckman, James J. & Humphries, John Eric & Veramendi, Gregory & Urzua, Sergio, 2014.
"Education, Health and Wages,"
IZA Discussion Papers
8027, IZA Network @ LISER.
- James Heckman & John Eric Humphries & Gregory Veramendi & Sergio Urzua, 2014. "Education, Health and Wages," Working Papers 2014-007, Human Capital and Economic Opportunity Working Group.
- James J. Heckman & John Eric Humphries & Greg Veramendi & Sergio S. Urzua, 2014. "Education, Health and Wages," NBER Working Papers 19971, National Bureau of Economic Research, Inc.
- Hu, Yingyao & Xin, Yi, 2024. "Identification and estimation of dynamic structural models with unobserved choices," Journal of Econometrics, Elsevier, vol. 242(2).
- Robert L. Bray & Yuliang Yao & Yongrui Duan & Jiazhen Huo, 2019. "Ration Gaming and the Bullwhip Effect," Operations Research, INFORMS, vol. 67(2), pages 453-467, March.
- Sadick Mohammed & Awudu Abdulai, 2022. "Heterogeneity in returns to agricultural technologies with incomplete diffusion: Evidence from Ghana," Review of Development Economics, Wiley Blackwell, vol. 26(1), pages 323-353, February.
- Kalouptsidi, Myrto & Scott, Paul & Souza-Rodrigues, Eduardo, 2015.
"Identification of Counterfactuals and Payoffs in Dynamic Discrete Choice with an Application to Land Use,"
TSE Working Papers
15-596, Toulouse School of Economics (TSE).
- Myrto Kalouptsidi & Paul T. Scott & Eduardo Souza-Rodrigues, 2015. "Identification of Counterfactuals and Payoffs in Dynamic Discrete Choice with an Application to Land Use," Working Papers tecipa-546, University of Toronto, Department of Economics.
- Elena Mattana & Ettore Panetti, 2021.
"The Welfare Costs of Self‐Fulfilling Bank Runs,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(2-3), pages 401-440, March.
- Elena Mattana & Ettore Panetti, 2017. "The Welfare Costs of Self-Fulfilling Bank Runs," Working Papers REM 2017/17, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Parkhomenko, Andrii, 2016. "Opportunity to Move: Macroeconomic Effects of Relocation Subsidies," MPRA Paper 75256, University Library of Munich, Germany.
- Lutz Hendricks & Oksana Leukhina, 2017.
"How Risky is College Investment?,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 26, pages 140-163, October.
- Hendricks, Lutz & Leukhina, Oksana, 2015. "How risky is college investment?," CFS Working Paper Series 502, Center for Financial Studies (CFS).
- Lutz Hendricks & Oksana Leukhina, 2015. "How Risky is College Investment?," CESifo Working Paper Series 5203, CESifo.
- Lutz Hendricks & Oksana Leukhina, 2015. "How Risky Is College Investment?," Working Papers 2015-014, Human Capital and Economic Opportunity Working Group.
- Lutz Hendricks & Oksana Leukhina, 2017. "Online Appendix to "How Risky is College Investment?"," Online Appendices 15-52, Review of Economic Dynamics.
- Lutz Hendricks & Oksana Leukhina, 2017. "Code and data files for "How Risky is College Investment?"," Computer Codes 15-52, Review of Economic Dynamics.
- Amanda Working & Mohammed Alqawba & Norou Diawara, 2020. "Dynamic Attribute-Level Best Worst Discrete Choice Experiments," International Journal of Marketing Studies, Canadian Center of Science and Education, vol. 11(2), pages 1-1, March.
- Sebastian Galiani & Juan Pantano, 2021. "Structural Models: Inception and Frontier," NBER Working Papers 28698, National Bureau of Economic Research, Inc.
- Raphael Corbi & Fabio Miessi Sanches, 2022. "Church Competition, Religious Subsidies and the Rise of Evangelicalism: a Dynamic Structural Analysis," Working Papers, Department of Economics 2022_09, University of São Paulo (FEA-USP).
- Victor Aguirregabiria & Allan Collard-Wexler & Stephen P. Ryan, 2021.
"Dynamic Games in Empirical Industrial Organization,"
NBER Working Papers
29291, National Bureau of Economic Research, Inc.
- Victor Aguirregabiria & Allan Collard-Wexler & Stephen P. Ryan, 2021. "Dynamic Games in Empirical Industrial Organization," Papers 2109.01725, arXiv.org, revised Sep 2021.
- Aguirregabiria, Victor & Collard-Wexler, Allan & Ryan, Stephen, 2021. "Dynamic Games in Empirical Industrial Organization," CEPR Discussion Papers 16514, C.E.P.R. Discussion Papers.
- Victor Aguirregabiria & Allan Collard-Wexler & Stephen P. Ryan, 2021. "Dynamic Games in Empirical Industrial Organization," Working Papers tecipa-706, University of Toronto, Department of Economics.
- Anita Rao, 2020. "Strategic Research and Development Investment Decisions in the Pharmaceutical Industry," Marketing Science, INFORMS, vol. 39(3), pages 564-586, May.
- Isaac Sorkin, 2018.
"Ranking Firms Using Revealed Preference,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 133(3), pages 1331-1393.
- Isaac Sorkin, 2016. "Ranking Firms Using Revealed Preference," 2016 Meeting Papers 66, Society for Economic Dynamics.
- Isaac Sorkin, 2017. "Ranking Firms Using Revealed Preference," NBER Working Papers 23938, National Bureau of Economic Research, Inc.
- Isaac Sorkin, 2017. "Ranking Firms Using Revealed Preference," Working Papers 17-61, Center for Economic Studies, U.S. Census Bureau.
- Andrii Parkhomenko, 2018. "The Rise of Housing Supply Regulation in the US: Local Causes and Aggregate Implications," 2018 Meeting Papers 275, Society for Economic Dynamics.
- Jiaming Mao & Zhesheng Zheng, 2020. "Structural Regularization," Papers 2004.12601, arXiv.org, revised Jun 2020.
- Kalouptsidi, Myrto & Scott, Paul T. & Souza-Rodrigues, Eduardo, 2018. "Linear IV Regression Estimators for Structural Dynamic Discrete Choice Models," CEPR Discussion Papers 13240, C.E.P.R. Discussion Papers.
- Paul B. Ellickson & Sanjog Misra, 2011. "Structural Workshop Paper --Estimating Discrete Games," Marketing Science, INFORMS, vol. 30(6), pages 997-1010, November.
- Hema Yoganarasimhan, 2013. "The Value of Reputation in an Online Freelance Marketplace," Marketing Science, INFORMS, vol. 32(6), pages 860-891, November.
- Haoying Wang & Guohui Wu, 2022. "Modeling discrete choices with large fine-scale spatial data: opportunities and challenges," Journal of Geographical Systems, Springer, vol. 24(3), pages 325-351, July.
- Andreas Lanz & Gregor Reich & Ole Wilms, 2022. "Adaptive grids for the estimation of dynamic models," Quantitative Marketing and Economics (QME), Springer, vol. 20(2), pages 179-238, June.
- Jiaming Mao & Jingzhi Xu, 2020. "Ensemble Learning with Statistical and Structural Models," Papers 2006.05308, arXiv.org.
- Jean-Pierre Dubé & Günter Hitsch & Pranav Jindal, 2014. "The Joint identification of utility and discount functions from stated choice data: An application to durable goods adoption," Quantitative Marketing and Economics (QME), Springer, vol. 12(4), pages 331-377, December.
- Jean-Jacques Forneron, 2022. "Estimation and Inference by Stochastic Optimization," Papers 2205.03254, arXiv.org.
- Jackson Bunting, 2022. "Continuous permanent unobserved heterogeneity in dynamic discrete choice models," Papers 2202.03960, arXiv.org, revised Sep 2025.
- Langella, Monica & Manning, Alan, 2022.
"Residential mobility and unemployment in the UK,"
Labour Economics, Elsevier, vol. 75(C).
- Monica Langella & Alan Manning, 2019. "Residential mobility and unemployment in the UK," CEP Discussion Papers dp1639, Centre for Economic Performance, LSE.
- Langella, Monica & Manning, Alan, 2022. "Residential mobility and unemployment in the UK," LSE Research Online Documents on Economics 113323, London School of Economics and Political Science, LSE Library.
- Langella, Monica & Manning, Alan, 2019. "Residential mobility and unemployment in the UK," LSE Research Online Documents on Economics 103398, London School of Economics and Political Science, LSE Library.
- Ecenur Oguz & Robert L. Bray, 2026. "Training Neural Networks Embedded in Dynamic Discrete Choice Models," Papers 2604.09736, arXiv.org.
- Bruneel-Zupanc, Christophe Alain, 2021. "Discrete-Continuous Dynamic Choice Models: Identification and Conditional Choice Probability Estimation," TSE Working Papers 21-1185, Toulouse School of Economics (TSE).
- Arun Gopalakrishnan & Raghuram Iyengar & Robert J. Meyer, 2015. "Consumer Dynamic Usage Allocation and Learning Under Multipart Tariffs," Marketing Science, INFORMS, vol. 34(1), pages 116-133, January.
- Olivier De Groote & Frank Verboven, 2019.
"Subsidies and Time Discounting in New Technology Adoption: Evidence from Solar Photovoltaic Systems,"
American Economic Review, American Economic Association, vol. 109(6), pages 2137-2172, June.
- De Groote, Olivier & Verboven, Frank, 2018. "Subsidies and Time Discounting in New Technology Adoption: Evidence from Solar Photovoltaic Systems," TSE Working Papers 18-957, Toulouse School of Economics (TSE).
- Difang Huang & Jiti Gao & Tatsushi Oka, 2025.
"Semiparametric single-index estimation for average treatment effects,"
Econometric Reviews, Taylor & Francis Journals, vol. 44(6), pages 843-885, July.
- Difang Huang & Jiti Gao & Tatsushi Oka, 2022. "Semiparametric Single-Index Estimation for Average Treatment Effects," Monash Econometrics and Business Statistics Working Papers 10/22, Monash University, Department of Econometrics and Business Statistics.
- Difang Huang & Jiti Gao & Tatsushi Oka, 2022. "Semiparametric Single-Index Estimation for Average Treatment Effects," Papers 2206.08503, arXiv.org, revised Jan 2025.
- Pamela Giustinelli & Matthew D. Shapiro, 2024.
"SeaTE: Subjective Ex Ante Treatment Effect of Health on Retirement,"
American Economic Journal: Applied Economics, American Economic Association, vol. 16(2), pages 278-317, April.
- Pamela Giustinelli & Matthew D. Shapiro, 2018. "SeaTE: Subjective ex ante Treatment Effect of Health on Retirement," Working Papers wp382, University of Michigan, Michigan Retirement Research Center.
- Pamela Giustinelli & Matthew D. Shapiro, 2019. "SeaTE: Subjective ex ante Treatment Effect of Health on Retirement," NBER Working Papers 26087, National Bureau of Economic Research, Inc.
- Rambha, Tarun & Nozick, Linda K. & Davidson, Rachel, 2021. "Modeling hurricane evacuation behavior using a dynamic discrete choice framework," Transportation Research Part B: Methodological, Elsevier, vol. 150(C), pages 75-100.
- Nikhil Agarwal & Itai Ashlagi & Michael A. Rees & Paulo Somaini & Daniel Waldinger, 2021. "Equilibrium Allocations Under Alternative Waitlist Designs: Evidence From Deceased Donor Kidneys," Econometrica, Econometric Society, vol. 89(1), pages 37-76, January.
- Ahmed Khwaja & Sonal Srivastava, 2026. "Reinforcement Learning Based Computationally Efficient Conditional Choice Simulation Estimation of Dynamic Discrete Choice Models," Papers 2601.02069, arXiv.org.
- Reeling, Carson & Verdier, Valentin & Lupi, Frank, 2016. "Valuing Natural Resources Allocated by Dynamic Lottery," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235673, Agricultural and Applied Economics Association.
- Declercq, Koen & Verboven, Frank, 2018.
"Enrollment and degree completion in higher education without admission standards,"
Economics of Education Review, Elsevier, vol. 66(C), pages 223-244.
- Verboven, Frank & Declercq, Koen, 2014. "Enrollment and degree completion in higher education without admission standards," CEPR Discussion Papers 10037, C.E.P.R. Discussion Papers.
- Peter Arcidiacono & Attila Gyetvai & Arnaud Maurel & Ekaterina S. Jardim, 2022.
"Identification and Estimation of Continuous-Time Job Search Models with Preference Shocks,"
NBER Working Papers
30655, National Bureau of Economic Research, Inc.
- Peter S. Arcidiacono & Attila Gyetvai & Arnaud Maurel & Ekaterina Jardim, 2025. "Identification and Estimation of Continuous-Time Job Search Models with Preference Shocks," CESifo Working Paper Series 12320, CESifo.
- Peter Arcidiacono & Attila Gyetvai & Arnaud Maurel & Ekaterina Jardim, 2025. "Identification and Estimation of Continuous-Time Job Search Models with Preference Shocks," RFBerlin Discussion Paper Series 25153, ROCKWOOL Foundation Berlin (RFBerlin).
- Attila Gyetvai & Peter Arcidiacono, 2022. "Identification and Estimation of Continuous-Time Job Search Models with Preference Shocks," Working Papers w202215, Banco de Portugal, Economics and Research Department.
- Arcidiacono, Peter & Gyetvai, Attila & Maurel, Arnaud & Jardim, Ekaterina, 2025. "Identification and Estimation of Continuous-Time Job Search Models with Preference Shocks," IZA Discussion Papers 18309, IZA Network @ LISER.
- Myrto Kalouptsidi & Paul T. Scott & Eduardo Souza-Rodrigues, 2018. "Linear IV Regression Estimators for Structural Dynamic Discrete Choice Models," NBER Working Papers 25134, National Bureau of Economic Research, Inc.
- Heckman, James J. & Humphries, John Eric & Veramendi, Gregory, 2016. "Dynamic treatment effects," Journal of Econometrics, Elsevier, vol. 191(2), pages 276-292.
- Olivier De Groote, 2025.
"Dynamic Effort Choice in High School: Costs and Benefits of an Academic Track,"
Journal of Labor Economics, University of Chicago Press, vol. 43(2), pages 467-502.
- De Groote, Olivier, 2019. "Dynamic Effort Choice in High School: Costs and Benefits of an Academic Track," TSE Working Papers 19-1002, Toulouse School of Economics (TSE), revised Jun 2023.
- Olivier de Groote, 2025. "Dynamic effort choice in high school: costs and benefits of an academic track," Post-Print hal-05027246, HAL.
- Olivier de Groote, 2023. "Dynamic Effort Choice in High School: Costs and Benefits of an Academic Track," Working Papers hal-04953656, HAL.
- Abe Dunn & Joshua D Gottlieb & Adam Hale Shapiro & Daniel J Sonnenstuhl & Pietro Tebaldi, 2024.
"A Denial a Day Keeps the Doctor Away,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 139(1), pages 187-233.
- Abe Dunn & Joshua D. Gottlieb & Adam Shapiro & Daniel J. Sonnenstuhl & Pietro Tebaldi, 2021. "A Denial a Day Keeps the Doctor Away," NBER Working Papers 29010, National Bureau of Economic Research, Inc.
- Abe Dunn & Joshua D. Gottlieb & Adam Hale Shapiro & Daniel J. Sonnenstuhl & Pietro Tebaldi, 2023. "A Denial a Day Keeps the Doctor Away," Working Paper Series 2023-03, Federal Reserve Bank of San Francisco.
- Kim, Yusun & Reeling, Carson & Widmar, Nicole J.O. & Lee, John G., 2023. "Estimating a model of forward-looking behavior with discrete choice experiments: The case of lifetime hunting license demand," Journal of choice modelling, Elsevier, vol. 47(C).
- Vanaja, Shiuli, 2021. "Are People Making Correct Choices? Drivers of Water Source Choices in Rural Jharkhand, India," 2021 Conference, August 17-31, 2021, Virtual 315156, International Association of Agricultural Economists.
- Eleonora Brandimarti, 2025. "Self-Selection, University Courses and Returns to Advanced Degrees," Papers 2511.09260, arXiv.org.
- Reeling, Carson & Kim, Yusun, 2022. "Dynamic Discrete Choice Estimation of Lifetime Deer Hunting License Demand," 2022 Annual Meeting, July 31-August 2, Anaheim, California 322460, Agricultural and Applied Economics Association.
- Caetano, Gregorio, 2019. "Neighborhood sorting and the value of public school quality," Journal of Urban Economics, Elsevier, vol. 114(C).
- Liran Einav & Amy Finkelstein & Neale Mahoney, 2018.
"Provider Incentives and Healthcare Costs: Evidence From Long‐Term Care Hospitals,"
Econometrica, Econometric Society, vol. 86(6), pages 2161-2219, November.
- Liran Einav & Amy Finkelstein & Neale Mahoney, 2017. "Provider Incentives and Healthcare Costs: Evidence from Long-Term Care Hospitals," NBER Working Papers 23100, National Bureau of Economic Research, Inc.
- Forneron, Jean-Jacques, 2024. "Estimation and inference by stochastic optimization," Journal of Econometrics, Elsevier, vol. 238(2).
- Lu, Dong & Zhu, Aiyong, 2024. "Quantifying adaptation costs in sequential FDI location choices: Evidence from German firms," Journal of International Money and Finance, Elsevier, vol. 143(C).
- Ji, Yongjie & Rabotyagov, Sergey & Kling, Catherine L., 2014. "Crop Choice and Rotational Effects: A Dynamic Model of Land Use in Iowa in Recent Years," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 170366, Agricultural and Applied Economics Association.
- Olivier De Groote & Frank Verboven, 2016.
"Subsidies and myopia in technology adoption: evidence from solar photovoltaic systems,"
Working Papers of Department of Economics, Leuven
547933, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- Verboven, Frank & De Groote, Olivier, 2016. "Subsidies and Myopia in Technology Adoption: Evidence from Solar Photovoltaic Systems," CEPR Discussion Papers 11438, C.E.P.R. Discussion Papers.
- Che-Lin Su, 2014. "Estimating discrete-choice games of incomplete information: Simple static examples," Quantitative Marketing and Economics (QME), Springer, vol. 12(2), pages 167-207, June.
- Rebecca Diamond & Tim McQuade & Franklin Qian, 2019.
"The Effects of Rent Control Expansion on Tenants, Landlords, and Inequality: Evidence from San Francisco,"
American Economic Review, American Economic Association, vol. 109(9), pages 3365-3394, September.
- Rebecca Diamond & Franklin Qian & Timothy McQuade, 2018. "The Effects of Rent Control Expansion on Tenants, Landlords, and Inequality: Evidence from San Francisco," 2018 Meeting Papers 918, Society for Economic Dynamics.
- Rebecca Diamond & Timothy McQuade & Franklin Qian, 2018. "The Effects of Rent Control Expansion on Tenants, Landlords, and Inequality: Evidence from San Francisco," NBER Working Papers 24181, National Bureau of Economic Research, Inc.
- Kalouptsidi, Myrto & Scott, Paul T. & Souza-Rodrigues, Eduardo, 2021. "Linear IV regression estimators for structural dynamic discrete choice models," Journal of Econometrics, Elsevier, vol. 222(1), pages 778-804.
- Gautam, Sanghmitra, 2023. "Quantifying welfare effects in the presence of externalities: An ex-ante evaluation of sanitation interventions," Journal of Development Economics, Elsevier, vol. 164(C).
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- Lars van der Laan & Nathan Kallus & Aur'elien Bibaut, 2025. "Inverse Reinforcement Learning Using Just Classification and a Few Regressions," Papers 2509.21172, arXiv.org.
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"Estimation of Discrete Choice Dynamic Programming Models,"
The Japanese Economic Review, Japanese Economic Association, vol. 69(1), pages 28-58, March.
- Hiroyuki Kasahara & Katsumi Shimotsu, 2018. "Estimation of Discrete Choice Dynamic Programming Models," The Japanese Economic Review, Springer, vol. 69(1), pages 28-58, March.
- Ji, Yongjie & Rabotyagov, sergey & Valcu-Lisman, Adriana, 2015. "Estimating Adoption of Cover Crops Using Preferences Revealed by a Dynamic Crop Choice Model," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205799, Agricultural and Applied Economics Association.
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- Myrto Kalouptsidi & Paul T. Scott & Eduardo Souza-Rodrigues, 2015. "Identification of Counterfactuals in Dynamic Discrete Choice Models," NBER Working Papers 21527, National Bureau of Economic Research, Inc.
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