Serially correlated variables in dynamic, discrete choice models
讨论动态离散选择模型中包含连续、序列相关状态变量时遇到的问题，考察多种近似方法，并给出允许连续变量序列相关的实证例子。
Abstract This paper discusses the problems that are encountered when dynamic, discrete choice models are specified with continuous, serially correlated state variables. A variety of approximation methods that can deal with these problems is examined, and an empirical example that allows continuous variables to be serially correlated is presented. Copyright © 2000 John Wiley & Sons, Ltd.