Practical methods for estimation of dynamic discrete choice models
Publication
, Journal Article
Arcidiacono, P; Ellickson, PB
Published in: Annual Review of Economics
August 22, 2011
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. Copyright © 2011 by Annual Reviews. All rights reserved.
Duke Scholars
Altmetric Attention Stats
Dimensions Citation Stats
Published In
Annual Review of Economics
DOI
EISSN
1941-1391
ISSN
1941-1383
Publication Date
August 22, 2011
Volume
3
Start / End Page
363 / 394
Related Subject Headings
- 3803 Economic theory
- 3801 Applied economics
Citation
APA
Chicago
ICMJE
MLA
NLM
Arcidiacono, P., & Ellickson, P. B. (2011). Practical methods for estimation of dynamic discrete choice models. Annual Review of Economics, 3, 363–394. https://doi.org/10.1146/annurev-economics-111809-125038
Arcidiacono, P., and P. B. Ellickson. “Practical methods for estimation of dynamic discrete choice models.” Annual Review of Economics 3 (August 22, 2011): 363–94. https://doi.org/10.1146/annurev-economics-111809-125038.
Arcidiacono P, Ellickson PB. Practical methods for estimation of dynamic discrete choice models. Annual Review of Economics. 2011 Aug 22;3:363–94.
Arcidiacono, P., and P. B. Ellickson. “Practical methods for estimation of dynamic discrete choice models.” Annual Review of Economics, vol. 3, Aug. 2011, pp. 363–94. Scopus, doi:10.1146/annurev-economics-111809-125038.
Arcidiacono P, Ellickson PB. Practical methods for estimation of dynamic discrete choice models. Annual Review of Economics. 2011 Aug 22;3:363–394.
Published In
Annual Review of Economics
DOI
EISSN
1941-1391
ISSN
1941-1383
Publication Date
August 22, 2011
Volume
3
Start / End Page
363 / 394
Related Subject Headings
- 3803 Economic theory
- 3801 Applied economics