Heterogeneity in dynamic discrete choice models

DOI10.1111/J.1368-423X.2009.00301.XzbMath1231.91374OpenAlexW1984860901MaRDI QIDQ3563650

Martin Browning, Jesus M. Carro

Publication date: 1 June 2010

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

Full work available at URL: https://doi.org/10.1111/j.1368-423x.2009.00301.x

zbMATH Keywords

fixed effectspanel dataunobserved heterogeneitybinary choiceheterogeneous slopes

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

Related Items (7)

Variable length Markov chain with exogenous covariates ⋮ NONPARAMETRIC ESTIMATION OF SEMIPARAMETRIC TRANSFORMATION MODELS ⋮ GRANGER CAUSALITY AND STRUCTURAL CAUSALITY IN CROSS-SECTION AND PANEL DATA ⋮ Bayesian inference of the fractional Ornstein-Uhlenbeck process under a flow sampling scheme ⋮ Modeling Heterogeneity in Healthcare Utilization Using Massive Medical Claims Data ⋮ Dynamic binary outcome models with maximal heterogeneity ⋮ Sufficient statistics for unobserved heterogeneity in structural dynamic logit models

Cites Work

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• Testing slope homogeneity in large panels
• Estimating dynamic panel data discrete choice models with fixed effects
• Minimum chi-square, not maximum likelihood!
• An Empirical Bayes Model for Markov-Dependent Binary Sequences with Randomly Missing Observations
• Statistical Inference about Markov Chains
• Bounds on Parameters in Panel Dynamic Discrete Choice Models
• Panel Data Discrete Choice Models with Lagged Dependent Variables
• Panel Data Econometrics
• Estimation of a Stationary Markov Chain

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