Identifying dynamic discrete decision processes

被引：180

作者：

Magnac, T

Thesmar, D

机构：

[1] INRA, LEA, F-75014 Paris, France

[2] CREST, INSEE, F-75014 Paris, France

[3] INSEE, F-92245 Malakoff, France

[4] CREST, F-92245 Malakoff, France

来源：

ECONOMETRICA | 2002年 / 70卷 / 02期

关键词：

D O I：

10.1111/1468-0262.00306

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

The nonparametric identification of dynamic discrete choice models was analyzed. It was also investigated how exclusion or parametric restrictions could provide identifying restrictions. A case in which the unobserved component of preferences was correlated over time was explored. Bellman equations that were the structural restrictions in dynamic and stochastic framework were derived.

引用

页码：801 / 816

页数：16

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