Jiaying Gu

University of Toronto

Assistant Professor

SCHOLARLY PAPERS

1

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Scholarly Papers (1)

Sufficient Statistics for Unobserved Heterogeneity in Structural Dynamic Logit Models

Number of pages: 57 Posted: 23 May 2018
Victor Aguirregabiria, Jiaying Gu and Yao Luo
University of Toronto - Department of Economics, University of Toronto and University of Toronto - Department of Economics
Downloads 10 (713,915)
Citation 2

Abstract:

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Panel data discrete choice models; Dynamic structural models; Fixed effects; Unobserved heterogeneity; Structural state dependence; Identification; Sufficient statistic

Sufficient Statistics for Unobserved Heterogeneity in Structural Dynamic Logit Models

CEPR Discussion Paper No. DP12930
Number of pages: 60 Posted: 15 May 2018
Victor Aguirregabiria, Jiaying Gu and Yao Luo
University of Toronto - Department of Economics, University of Toronto and University of Toronto - Department of Economics
Downloads 1 (798,720)
Citation 1
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Abstract:

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Panel data discrete choice models; Dynamic structural models; Fixed effects; Unobserved heterogeneity; Structural state dependence; Identification; Sufficient statistic.