Dynamic discrete choice structural models: A survey

Euler Equations for the Estimation of Dynamic Discrete Choice Structural Models

10.2139/ssrn.2273618 ◽

2013 ◽

Author(s):

Victor Aguirregabiria ◽

Arvind Nathan Magesan

Keyword(s):

Euler Equations ◽

Discrete Choice ◽

Structural Models ◽

Dynamic Discrete Choice Structural Models: A Survey

10.2139/ssrn.1004738 ◽

2007 ◽

Cited By ~ 4

Author(s):

Victor Aguirregabiria ◽

Pedro Mira

Keyword(s):

Discrete Choice ◽

Structural Models ◽

Euler Equations for the Estimation of Dynamic Discrete Choice Structural Models

Structural Econometric Models - Advances in Econometrics ◽

10.1108/s0731-9053(2013)0000032001 ◽

2013 ◽

pp. 3-44 ◽

Cited By ~ 6

Author(s):

Victor Aguirregabiria ◽

Arvind Magesan

Keyword(s):

Euler Equations ◽

Discrete Choice ◽

Structural Models ◽

Solution and Estimation of Dynamic Discrete Choice Structural Models Using Euler Equations

10.2139/ssrn.2860973 ◽

2016 ◽

Cited By ~ 1

Author(s):

Victor Aguirregabiria

Keyword(s):

Euler Equations ◽

Discrete Choice ◽

Structural Models ◽

A Simple and Robust Estimator for Discount Factors in Optimal Stopping Dynamic Discrete Choice Models

10.2139/ssrn.3456840 ◽

2019 ◽

Cited By ~ 2

Author(s):

Øystein Daljord ◽

Denis Nekipelov ◽

Minjung Park

Keyword(s):

Discrete Choice ◽

Optimal Stopping ◽

Choice Models ◽

Discrete Choice Models ◽

Robust Estimator ◽

Dynamic Discrete Choice ◽

Discount Factors

Identification and Estimation of a Dynamic Discrete Choice Model with an Endogenous Time-Varying Unobservable State Using Proxies

10.2139/ssrn.3535098 ◽

2020 ◽

Author(s):

Yujung Hwang

Keyword(s):

Discrete Choice ◽

Choice Model ◽

Discrete Choice Model ◽

Time Varying ◽

Dynamic Discrete Choice ◽

Dynamic Discrete Choice Model

Estimating a Dynamic Discrete Choice Model with Partial Observability for Household Mortgage Default and Prepayment Behaviors

10.2139/ssrn.2709555 ◽

2015 ◽

Cited By ~ 2

Author(s):

Chao Ma

Keyword(s):

Discrete Choice ◽

Choice Model ◽

Discrete Choice Model ◽

Mortgage Default ◽

Dynamic Discrete Choice ◽

Partial Observability ◽

Dynamic Discrete Choice Model

Linear IV Regression Estimators for Structural Dynamic Discrete Choice Models

10.3386/w25134 ◽

2018 ◽

Cited By ~ 1

Author(s):

Myrto Kalouptsidi ◽

Paul Scott ◽

Eduardo Souza-Rodrigues

Keyword(s):

Discrete Choice ◽

Choice Models ◽

Discrete Choice Models ◽

Dynamic Discrete Choice ◽

Structural Dynamic ◽

Regression Estimators

Identification and semiparametric estimation of a finite horizon dynamic discrete choice model with a terminating action

Quantitative Marketing and Economics ◽

10.1007/s11129-016-9176-3 ◽

2016 ◽

Vol 14 (4) ◽

pp. 271-323 ◽

Cited By ~ 15

Author(s):

Patrick Bajari ◽

Chenghuan Sean Chu ◽

Denis Nekipelov ◽

Minjung Park

Keyword(s):

Discrete Choice ◽

Choice Model ◽

Semiparametric Estimation ◽

Discrete Choice Model ◽

Finite Horizon ◽

Dynamic Discrete Choice ◽

Dynamic Discrete Choice Model

Solving dynamic discrete choice models using smoothing and sieve methods

Journal of Econometrics ◽

10.1016/j.jeconom.2020.02.007 ◽

2020 ◽

Author(s):

Dennis Kristensen ◽

Patrick K. Mogensen ◽

Jong Myun Moon ◽

Bertel Schjerning

Keyword(s):

Discrete Choice ◽

Choice Models ◽

Discrete Choice Models ◽

Dynamic Discrete Choice ◽

Sieve Methods