Dynamic Discrete Choice Structural Models: A Survey

Victor Aguirregabiria () and Pedro Mira

Working Papers from University of Toronto, Department of Economics

Abstract: This paper reviews methods for the estimation of dynamic discrete choice structural models and discusses related econometric issues. We consider single agent models, competitive equilibrium models and dynamic games. The methods are illustrated with descriptions of empirical studies which have applied these techniques to problems in different areas of economics. Programming codes for the estimation methods are available in a companion web page.

Keywords: Dynamic structural models; Discrete choice; Estimation methods. (search for similar items in EconPapers)
JEL-codes: C14 C25 C61 (search for similar items in EconPapers)
Pages: 69 pages
Date: 2007-07-27
New Economics Papers: this item is included in nep-dcm and nep-ecm
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (62)

Downloads: (external link)
https://www.economics.utoronto.ca/public/workingPapers/tecipa-297.pdf Main Text (application/pdf)

Related works:
Journal Article: Dynamic discrete choice structural models: A survey (2010)
Working Paper: Dynamic Discrete Choice Structural Models: A Survey (2007)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:tor:tecipa:tecipa-297

Access Statistics for this paper

More papers in Working Papers from University of Toronto, Department of Economics 150 St. George Street, Toronto, Ontario.
Bibliographic data for series maintained by RePEc Maintainer ().