Conditional Choice Probabilities and the Estimation of Dynamic Models

DOI10.2307/2298122zbMath0788.90007OpenAlexW1524366261WikidataQ57258748 ScholiaQ57258748MaRDI QIDQ3141199

Publication date: 16 January 1994

Published in: The Review of Economic Studies (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/50ba52e630c3fcbe733a6bc565e7ae4650cab159

zbMATH Keywords

optimal stopping generalized method of moments discrete time economy discrete choice dynamic stochastic optimization conditional choice probabilities

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Generalized linear models (logistic models) (62J12) Applications of mathematical programming (90C90) Stochastic programming (90C15) Dynamic programming (90C39) Economic growth models (91B62) Optimal stopping in statistics (62L15)

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