Dynamic discrete choice models with incomplete data: sharp identification
From MaRDI portal
Publication:6133351
Cites work
- A Simulation Estimator for Dynamic Models of Discrete Choice
- A practical two-step method for testing moment inequalities
- Asymptotic Least Squares Estimators for Dynamic Games
- Asymptotic Properties for a Class of Partially Identified Models
- Bayesian and frequentist inference in partially identified models
- Bayesian inference in a class of partially identified models
- Bootstrap Inference in Partially Identified Models Defined by Moment Inequalities: Coverage of the Identified Set
- CLOSED-FORM IDENTIFICATION OF DYNAMIC DISCRETE CHOICE MODELS WITH PROXIES FOR UNOBSERVED STATE VARIABLES
- Conditional Choice Probabilities and the Estimation of Dynamic Models
- Conditional choice probability estimation of dynamic discrete choice models with unobserved heterogeneity
- Confidence Intervals for Partially Identified Parameters
- Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities
- EL inference for partially identified models: large deviations optimality and bootstrap validity
- Estimating willingness to pay for Medicare using a dynamic life-cycle model of demand for health insurance
- Estimation and Confidence Regions for Parameter Sets in Econometric Models
- Heterogeneity and selection in dynamic panel data
- Identification of counterfactuals in dynamic discrete choice models
- Identifying Dynamic Discrete Decision Processes
- Identifying dynamic discrete choice models off short panels
- Identifying the discount factor in dynamic discrete choice models
- Inference based on conditional moment inequalities
- Inference for parameters defined by moment inequalities using generalized moment selection
- Inference for parameters defined by moment inequalities: a recommended moment selection procedure
- Inference for subvectors and other functions of partially identified parameters in moment inequality models
- Inference for the identified set in partially identified econometric models
- Linear IV regression estimators for structural dynamic discrete choice models
- Monte Carlo confidence sets for identified sets
- More on confidence intervals for partially identified parameters
- Nonparametric Identification of Finite Mixture Models of Dynamic Discrete Choices
- Nonparametric identification of dynamic models with unobserved state variables
- Optimal Replacement of GMC Bus Engines: An Empirical Model of Harold Zurcher
- Ordinary least squares estimation of a dynamic game model
- Point decisions for interval-identified parameters
- Semiparametric estimation of dynamic discrete choice models
- Semiparametric inference in dynamic binary choice models
- Sequential Estimation of Dynamic Discrete Games
- Sequential estimation of structural models with a fixed point constraint
- Sufficient statistics for unobserved heterogeneity in structural dynamic logit models
- Swapping the Nested Fixed Point Algorithm: A Class of Estimators for Discrete Markov Decision Models
- VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES
- Weighted KS statistics for inference on conditional moment inequalities
Cited in
(4)- CLOSED-FORM IDENTIFICATION OF DYNAMIC DISCRETE CHOICE MODELS WITH PROXIES FOR UNOBSERVED STATE VARIABLES
- A note on identification in discrete choice models with partial observability
- Identification and estimation of dynamic structural models with unobserved choices
- Missing price and coupon availability data in scanner panels: Correcting for the self-selection bias in choice model parameters
This page was built for publication: Dynamic discrete choice models with incomplete data: sharp identification
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6133351)