Nonstationary dynamic models with finite dependence
The estimation of nonstationary dynamic discrete choice models typically requires making assumptions far beyond the length of the data. We extend the class of dynamic discrete choice models that require only a few-period-ahead conditional choice probabilities, and develop algorithms to calculate the...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
John Wiley and Sons Ltd
2019
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| Subjects: | |
| Online Access: | View Fulltext in Publisher |