Inference in dynamic discrete choice models with serially orrelated unobserved state variables

DOI10.3982/ECTA7292MaRDI QIDQ3653236zbMATH OpenOpenAlexFDO

Authors Andriy Norets

Publication date 21 December 2009

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3982/ecta7292

zbMATH Keywords

Bayesian estimationdynamic discrete choice modelsMCMCnearest neighborsrandom grids

Mathematics Subject Classification ID

Bayesian inference (62F15) Applications of statistics to economics (62P20) Numerical analysis or methods applied to Markov chains (65C40) Dynamic programming (90C39) Applications of mathematical programming (90C90)

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