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Conditional Choice Probability Estimation of Dynamic Discrete Choice Models with 2-period Finite Dependence

Yu Hao, Hiroyuki Kasahara

arXiv 21 May 2024 · Econometrics

arXiv:2405.12467 · PDF · DOI · OpenAlex · Extracted main text

Abstract

This paper extends the work of Arcidiacono and Miller (2011, 2019) by introducing a novel characterization of finite dependence within dynamic discrete choice models, demonstrating that numerous models display 2-period finite dependence. We recast finite dependence as a problem of sequentially searching for weights and introduce a computationally efficient method for determining these weights by utilizing the Kronecker product structure embedded in state transitions. With the estimated weights, we develop a computationally attractive Conditional Choice Probability estimator with 2-period finite dependence. The computational efficacy of our proposed estimator is demonstrated through Monte Carlo simulations.

Citation extraction

45
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Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1Arcidiacono, Peter and Robert A Miller (2011) Conditional choice probability estimation of dynamic discrete choice models with unobserved heterogeneity1.000133100%
2Arcidiacono, Peter and Robert A Miller (2019) Nonstationary dynamic models with finite dependence1.00095100%
3Hotz, Joseph and Robert Miller (1993) Conditional Choice Probabilities and the Estimation of Dynamic Models1.00055100%
4Aguirregabiria, Victor and Pedro Mira (2007) Sequential estimation of dynamic discrete games1.00054100%
5Aguirregabiria, Victor and Arvind Magesan (2016) Solution and Estimation of Dynamic Discrete Choice Structural Models Using Euler Equations0.73732100%
6Rust, John (1987) Optimal Replacement of GMC Bus Engines : An Empirical Model of Harold Zurcher0.64422100%
7Rust, John (1994) Structural estimation of Markov Decision Processes0.64422100%
8Chiong, Khai Xiang, Alfred Galichon, and Matt Shum (2016) Duality in dynamic discrete-choice models0.64422100%
Aguirregabiria2013unmatched citation key Aguirregabiria20130.51121100%
10Fang, Hanming and Yang Wang (2015) Estimating dynamic discrete choice models with hyperbolic discounting, with an application to mammography decisions0.51121100%

Showing the top 10 of 51 scored citations. 1 of these could not be matched to a bibliography entry, so only the citation key is shown.