Two Dynamic Discrete Choice Estimation Problems and Simulation Method Solutions
讨论动态离散选择中两个常被忽视的模拟问题：如何模拟条件概率的无偏估计，以及当因变量连续时如何模拟离散转移概率模型。两种方法在应用中表现良好，但简单方法也能得到合理结果。
This paper considers two problems that frequently arise in dynamic discrete choice problems but have not received much attention with regard to simulation methods. The first problem is how to simulate unbiased simulators of probabilities conditional on past history. The second is simulating a discrete transition probability model when the underlying dependent variable is really continuous. Both methods work well relative to reasonable alternatives in the application discussed. However, in both cases, for this application, simpler methods also provide reasonably good results. Copyright 1994 by MIT Press.