Semiparametric Bayesian estimation of dynamic discrete choice models

DOI10.1016/j.jeconom.2023.105642arXiv2202.04339MaRDI QIDQ6193082

Kenichi Shimizu, Andriy Norets

Publication date: 13 February 2024

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

Full work available at URL: https://arxiv.org/abs/2202.04339

zbMATH Keywords

Bayesian nonparametricsdynamic discrete choiceHamiltonian Monte Carloreversible jumpset identificationlocation-scale mixtures

Mathematics Subject Classification ID

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

Cites Work

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