Sufficient statistics for unobserved heterogeneity in structural dynamic logit models

DOI10.1016/J.JECONOM.2019.07.010OpenAlexW3125227032MaRDI QIDQ2043231

Jiaying Gu, Yao Luo, Victor Aguirregabiria

Publication date: 30 July 2021

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1805.04048

zbMATH Keywords

identificationfixed effectsunobserved heterogeneitysufficient statisticdynamic structural modelspanel data discrete choice modelsstructural state dependence

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Related Items (3)

Dynamic discrete choice models with incomplete data: sharp identification ⋮ Identification and estimation of dynamic structural models with unobserved choices ⋮ Design-robust two-way-fixed-effects regression for panel data

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