Dynamic discrete choice structural models: A survey
Dynamic discrete choice structural models: A survey
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DOI：
10.1016/j.jeconom.2009.09.007
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发表时间：
2010-05-01
影响因子：
6.3
通讯作者：
Mira, Pedro
中科院分区：
文献类型：
--
作者：
Aguirregabiria, Victor;Mira, Pedro
本文综述了动态离散选择结构模型的估计方法，并讨论了相关的计量经济学问题。我们考虑单代理模型，竞争均衡模型和动态博弈。这些方法与实证研究的描述说明，这些技术应用于经济学的不同领域的问题。一些估算方法的编程代码可在配套网页中找到。(C)2009爱思唯尔有限公司版权所有。
This paper reviews methods for the estimation of dynamic discrete choice structural models and discusses related econometric issues. We consider single-agent models, competitive equilibrium models and dynamic games. The methods are illustrated with descriptions of empirical studies which have applied these techniques to problems in different areas of economics. Programming codes for some of the estimation methods are available in a companion web page. (C) 2009 Elsevier B.V. All rights reserved.