动态离散选择模型估计的实用方法

Practical Methods for Estimation of Dynamic Discrete Choice Models

Annual Review of Economics · 2011
被引 152
人大 A-ABS 3

中文导读

介绍了条件选择概率(CCP)估计量,为估计动态离散选择问题提供更简单的方法,并展示了如何将其应用于处理丰富的未观测状态变量模式。

Abstract

Many discrete decisions are made with an eye toward how they will affect future outcomes. Formulating and estimating the underlying models that generate these decisions is difficult. Conditional choice probability (CCP) estimators often provide simpler ways to estimate dynamic discrete choice problems. Recent work shows how to frame dynamic discrete choice problems in a way that is conducive to CCP estimation and demonstrates that CCP estimators can be adapted to handle rich patterns of unobserved state variables.

动态离散选择模型条件选择概率估计未观测状态变量