Serially correlated variables in dynamic, discrete choice models (replication data)

DOI

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.

Identifier
DOI https://doi.org/10.15456/jae.2022314.0708790591
Metadata Access https://www.da-ra.de/oaip/oai?verb=GetRecord&metadataPrefix=oai_dc&identifier=oai:oai.da-ra.de:776297
Provenance
Creator Stinebrickner, Todd R.
Publisher ZBW - Leibniz Informationszentrum Wirtschaft
Publication Year 2000
Rights Creative Commons Attribution 4.0 (CC-BY); Download
OpenAccess true
Contact ZBW - Leibniz Informationszentrum Wirtschaft
Representation
Language English
Resource Type Collection
Discipline Economics