Dynamic Discrete Choice Structural Models: A Survey

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 some of the estimation methods are available in a companion web page.

• Publication year

  2010

• Venue

  Social Science Research Network

• Publication date

  2010-05-01

• Fields of study

  Computer Science, Economics

• Identifiers
  DOI 10.2139/SSRN.1004738
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

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