Semiparametric estimation of dynamic discrete choice models

DOI10.1016/j.jeconom.2020.01.024OpenAlexW3125149184MaRDI QIDQ2043233

Nicholas Buchholz, Matthew Shum, Haiqing Xu

Publication date: 30 July 2021

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1605.08369

zbMATH Keywords

semiparametric estimationFredholm integral operatorsaverage derivative estimationdynamic discrete choice model

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Related Items (2)

Dynamic discrete choice models with incomplete data: sharp identification ⋮ Joint analysis of the discount factor and payoff parameters in dynamic discrete choice models

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