Identifying dynamic discrete choice models off short panels
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Publication:2182137
DOI10.1016/J.JECONOM.2018.12.025zbMATH Open1456.62267OpenAlexW2982682263WikidataQ126857167 ScholiaQ126857167MaRDI QIDQ2182137FDOQ2182137
Authors: Peter Arcidiacono, Robert A. Miller 
Publication date: 21 May 2020
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2018.12.025
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Cites Work
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- Semiparametric inference in dynamic binary choice models
- Nonstationary dynamic models with finite dependence
- Duality in dynamic discrete-choice models
- Nonparametric identification of behavioral responses to counterfactual policy interventions in dynamic discrete decision processes
- Nonparametric identification of dynamic decision processes with discrete and continuous choices
- Promotion, turnover, and compensation in the executive labor market
Cited In (8)
- Identification of counterfactuals in dynamic discrete choice models
- Joint analysis of the discount factor and payoff parameters in dynamic discrete choice models
- Identifying Dynamic Discrete Decision Processes
- Linear IV regression estimators for structural dynamic discrete choice models
- Identification and estimation of dynamic structural models with unobserved choices
- Bounds on Parameters in Panel Dynamic Discrete Choice Models
- Dynamic discrete choice models with incomplete data: sharp identification
- Nonparametric identification of behavioral responses to counterfactual policy interventions in dynamic discrete decision processes
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