| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5096789 | Journal of Econometrics | 2010 | 30 Pages |
Abstract
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 some of the estimation methods are available in a companion web page.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Victor Aguirregabiria, Pedro Mira,