Inference in Dynamic Discrete Choice Models With Serially Correlated Unobserved State Variables

DOI10.3982/ECTA7292zbMath1182.62217OpenAlexW2103822512MaRDI QIDQ3653236

Andriy Norets

Publication date: 21 December 2009

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3982/ecta7292

zbMATH Keywords

Bayesian estimationMCMCnearest neighborsrandom gridsdynamic discrete choice models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Bayesian inference (62F15) Applications of mathematical programming (90C90) Dynamic programming (90C39) Numerical analysis or methods applied to Markov chains (65C40)

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