Dynamic discrete choice and dynamic treatment effects

Dynamic discrete choice and dynamic treatment effects
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DOI:
10.1016/j.jeconom.2005.11.002
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发表时间:
2007-02-01
影响因子:
6.3
通讯作者:
Navarro, Salvador
Navarro, Salvador
中科院分区:
经济学2区
文献类型:
--
作者:
Heckman, James J.;Navarro, Salvador

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本文研究了结构动力离散选择模型和动力处理效果模型的半参数辨识。联合分析治疗时间和与治疗时间相关的反事实结果。我们使用结构模型作为基准来检验动态处理模型的隐含假设。对于结构模型,我们展示了使用交叉方程限制将选择连接到相关测量和结果的收益。在动态离散选择模型中,我们识别主观和客观结果,区分事后和事前结果。我们将展示如何识别代理信息集。(c) 2005 Elsevier B.V.版权所有
This paper considers semiparametric identification of structural dynamic discrete choice models and models for dynamic treatment effects. Time to treatment and counterfactual outcomes associated with treatment times are jointly analyzed. We examine the implicit assumptions of the dynamic treatment model using the structural model as a benchmark. For the structural model we show the gains from using cross-equation restrictions connecting choices to associated measurements and outcomes. In the dynamic discrete choice model, we identify both subjective and objective outcomes, distinguishing ex post and ex ante outcomes. We show how to identify agent information sets. (c) 2005 Elsevier B.V. All rights reserved.