Joint analysis of the discount factor and payoff parameters in dynamic discrete choice games
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- Victor Aguirregabiria & Allan Collard-Wexler & Stephen P. Ryan, 2021. "Dynamic Games in Empirical Industrial Organization," Working Papers tecipa-706, University of Toronto, Department of Economics.
- Aguirregabiria, Victor & Collard-Wexler, Allan & Ryan, Stephen, 2021. "Dynamic Games in Empirical Industrial Organization," CEPR Discussion Papers 16514, C.E.P.R. Discussion Papers.
- Victor Aguirregabiria & Allan Collard-Wexler & Stephen P. Ryan, 2021. "Dynamic Games in Empirical Industrial Organization," NBER Working Papers 29291, National Bureau of Economic Research, Inc.
- Raphael Corbi & Fabio Miessi Sanches, 2022. "Church Competition, Religious Subsidies and the Rise of Evangelicalism: a Dynamic Structural Analysis," Working Papers, Department of Economics 2022_09, University of São Paulo (FEA-USP).
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- Jason R. Blevins & Wei Shi & Donald R. Haurin & Stephanie Moulton, 2020. "A Dynamic Discrete Choice Model Of Reverse Mortgage Borrower Behavior," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 61(4), pages 1437-1477, November.
- Hu, Yingyao & Xin, Yi, 2024. "Identification and estimation of dynamic structural models with unobserved choices," Journal of Econometrics, Elsevier, vol. 242(2).
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More about this item
Keywords
discount factor; dynamic discrete choice problem; identification; estimation; switching costs;All these keywords.
JEL classification:
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C25 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions; Probabilities
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-DCM-2019-12-02 (Discrete Choice Models)
- NEP-ECM-2019-12-02 (Econometrics)
- NEP-ORE-2019-12-02 (Operations Research)
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