Discrete Choice in Continuous Time: Implications of an Intertemporal Version of the Iia Property

DOI10.1111/1468-0262.00307zbMath1121.91336OpenAlexW2009211453MaRDI QIDQ5474982

John K. Dagsvik

Publication date: 16 June 2006

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11250/178114

zbMATH Keywords

independence from irrelevant alternativesstate dependenceextremal processesChoice over timeMarkovian choice processesrandom utility processes

Mathematics Subject Classification ID

Utility theory (91B16)

Related Items (3)

Invariance axioms and functional form restrictions in structural models ⋮ Justification of functional form assumptions in structural models: applications and testing of qualitative measurement axioms ⋮ Utility of income as a random function: behavioral characterization and empirical evidence

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