Pages that link to "Item:Q3627279"
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The following pages link to Nonparametric Identification of Finite Mixture Models of Dynamic Discrete Choices (Q3627279):
Displayed 49 items.
- Estimating multivariate latent-structure models (Q282450) (← links)
- Pseudo-likelihood estimation and bootstrap inference for structural discrete Markov decision models (Q295702) (← links)
- Identification of mixture models using support variations (Q496146) (← links)
- Nonparametric identification of dynamic models with unobserved state variables (Q528071) (← links)
- Dynamic discrete choice structural models: a survey (Q530915) (← links)
- Health, economic resources and the work decisions of older men (Q530922) (← links)
- Nonparametric identification of a binary random factor in cross section data (Q737961) (← links)
- A simple estimator for dynamic models with serially correlated unobservables (Q1669828) (← links)
- Nonparametric estimation of non-exchangeable latent-variable models (Q1676371) (← links)
- Two-component mixtures with independent coordinates as conditional mixtures: nonparametric identification and estimation (Q1951140) (← links)
- Structural estimation of stock market participation costs (Q1994211) (← links)
- Dynamic decisions under subjective expectations: a structural analysis (Q2024440) (← links)
- Linear IV regression estimators for structural dynamic discrete choice models (Q2024450) (← links)
- Sufficient statistics for unobserved heterogeneity in structural dynamic logit models (Q2043231) (← links)
- Estimation of the number of components of nonparametric multivariate finite mixture models (Q2054486) (← links)
- Identification of dynamic games with unobserved heterogeneity and multiple equilibria (Q2074594) (← links)
- Estimating unobserved individual heterogeneity using pairwise comparisons (Q2074606) (← links)
- Identifying dynamic discrete choice models off short panels (Q2182137) (← links)
- Semi-parametric estimation for conditional independence multivariate finite mixture models (Q2259527) (← links)
- Panel threshold regressions with latent group structures (Q2294453) (← links)
- Nonparametric identification of discrete choice models with lagged dependent variables (Q2295813) (← links)
- Panel data quantile regression with grouped fixed effects (Q2330747) (← links)
- Heterogeneity and selection in dynamic panel data (Q2354866) (← links)
- The econometrics of unobservables: applications of measurement error models in empirical industrial organization and labor economics (Q2399530) (← links)
- Dynamic binary outcome models with maximal heterogeneity (Q2512531) (← links)
- Estimation of dynamic discrete models from time aggregated data (Q2516314) (← links)
- The Identification of Direct and Indirect Effects in Studies with an Unmeasured Intermediate Variable (Q2791838) (← links)
- ORDINARY LEAST SQUARES ESTIMATION OF A DYNAMIC GAME MODEL (Q2812317) (← links)
- Theoretical grounding for estimation in conditional independence multivariate finite mixture models (Q2832023) (← links)
- CLOSED-FORM IDENTIFICATION OF DYNAMIC DISCRETE CHOICE MODELS WITH PROXIES FOR UNOBSERVED STATE VARIABLES (Q4599621) (← links)
- Joint analysis of the discount factor and payoff parameters in dynamic discrete choice models (Q4625066) (← links)
- (Q4637033) (← links)
- (Q5011284) (← links)
- IDENTIFICATION OF REGRESSION MODELS WITH A MISCLASSIFIED AND ENDOGENOUS BINARY REGRESSOR (Q5059131) (← links)
- ESTIMATING DYNAMIC DISCRETE CHOICE MODELS WITH HYPERBOLIC DISCOUNTING, WITH AN APPLICATION TO MAMMOGRAPHY DECISIONS (Q5257884) (← links)
- Semiparametric location mixtures with distinct components (Q5299482) (← links)
- IDENTIFICATION OF DISCRETE CHOICE DYNAMIC PROGRAMMING MODELS WITH NONPARAMETRIC DISTRIBUTION OF UNOBSERVABLES (Q5349005) (← links)
- INFERENCE ON TWO-COMPONENT MIXTURES UNDER TAIL RESTRICTIONS (Q5349007) (← links)
- SEMIPARAMETRIC ESTIMATION OF RANDOM COEFFICIENTS IN STRUCTURAL ECONOMIC MODELS (Q5371151) (← links)
- Identification and estimation of average causal effects when treatment status is ignorable within unobserved strata (Q5861025) (← links)
- Global estimation of finite mixture and misclassification models with an application to multiple equilibria (Q5862415) (← links)
- Nonparametric finite translation hidden Markov models and extensions (Q5963498) (← links)
- Identification of mixtures of dynamic discrete choices (Q6090543) (← links)
- Estimation and identification of latent group structures in panel data (Q6108310) (← links)
- Dynamic discrete choice models with incomplete data: sharp identification (Q6133351) (← links)
- Moment Estimation for Nonparametric Mixture Models through Implicit Tensor Decomposition (Q6148355) (← links)
- Identification and estimation of sequential games of incomplete information with multiple equilibria (Q6152626) (← links)
- Discussion of “Risk Preference Types, Limited Consideration, and Welfare” by Levon Barseghyan and Francesca Molinari (Q6190712) (← links)
- Homogeneity and Sparsity Analysis for High-Dimensional Panel Data Models (Q6190753) (← links)