Sufficient statistics for unobserved heterogeneity in structural dynamic logit models
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Publication:2043231
DOI10.1016/j.jeconom.2019.07.010OpenAlexW3125227032MaRDI QIDQ2043231
Jiaying Gu, Yao Luo, Victor Aguirregabiria
Publication date: 30 July 2021
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1805.04048
identificationfixed effectsunobserved heterogeneitysufficient statisticdynamic structural modelspanel data discrete choice modelsstructural state dependence
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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Cites Work
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