Inference in Dynamic Discrete Choice Models With Serially Correlated Unobserved State Variables
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Publication:3653236
DOI10.3982/ECTA7292zbMath1182.62217OpenAlexW2103822512MaRDI QIDQ3653236
Publication date: 21 December 2009
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3982/ecta7292
Applications of statistics to economics (62P20) Bayesian inference (62F15) Applications of mathematical programming (90C90) Dynamic programming (90C39) Numerical analysis or methods applied to Markov chains (65C40)
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