ESTIMATION OF DYNAMIC DISCRETE CHOICE MODELS BY MAXIMUM LIKELIHOOD AND THE SIMULATED METHOD OF MOMENTS

DOI10.1111/iere.12107zbMath1404.91087OpenAlexW3124516677WikidataQ36174791 ScholiaQ36174791MaRDI QIDQ5257873

James J. Heckman, Stefano Mosso, Philipp Eisenhauer

Publication date: 24 June 2015

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc4610014

zbMATH Keywords

maximum likelihoodsimulated method of momentsdynamic discrete choice modelseducational choices

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Applications of statistics to social sciences (62P25) Social choice (91B14)

Related Items (4)

Divide and Conquer: Recursive Likelihood Function Integration for Hidden Markov Models with Continuous Latent Variables ⋮ SINGLE MOMS AND DEADBEAT DADS: THE ROLE OF EARNINGS, MARRIAGE MARKET CONDITIONS, AND PREFERENCE HETEROGENEITY ⋮ Generalized indirect inference for discrete choice models ⋮ Dynamic treatment effects

Uses Software

• TAO

Cites Work

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