Semiparametric Bayesian Estimation of Dynamic Discrete Choice Models
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- Andriy Norets & Kenichi Shimizu, 2022. "Semiparametric Bayesian Estimation of Dynamic Discrete Choice Models," Papers 2202.04339, arXiv.org, revised Aug 2023.
References listed on IDEAS
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More about this item
Keywords
Dynamic Discrete choice; Bayesian nonparametrics; set identification; location-scale mixtures; MCMC; Hamiltonian Monte Carlo; reversible jump;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-DCM-2022-02-21 (Discrete Choice Models)
- NEP-ECM-2022-02-21 (Econometrics)
- NEP-ORE-2022-02-21 (Operations Research)
- NEP-UPT-2022-02-21 (Utility Models and Prospect Theory)
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