Dynamic Discrete Choice Structural Models: A Survey

68 Pages Posted: 4 Aug 2007 Last revised: 30 Oct 2016

See all articles by Victor Aguirregabiria

Victor Aguirregabiria

University of Toronto - Department of Economics

Pedro Mira

Centro de Estudios Monetarios y Financieros (CEMFI)

Date Written: May 1, 2010

Abstract

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 the estimation methods are available in a companion web page.

Keywords: Dynamic structural models, Discrete choice, Estimation methods

JEL Classification: C14, C25, C61

Suggested Citation

Aguirregabiria, Victor and Mira, Pedro, Dynamic Discrete Choice Structural Models: A Survey (May 1, 2010). Journal of Econometrics, Vol. 156, No. 1, 2010, Available at SSRN: https://ssrn.com/abstract=1004738 or http://dx.doi.org/10.2139/ssrn.1004738

Victor Aguirregabiria (Contact Author)

University of Toronto - Department of Economics ( email )

150 St. George Street
Toronto, Ontario M5S 3G7
Canada
4169784358 (Phone)

HOME PAGE: http://individual.utoronto.ca/vaguirre/

Pedro Mira

Centro de Estudios Monetarios y Financieros (CEMFI) ( email )

Casado del Alisal 5
28014 Madrid
Spain
34 91 429 0551 (Phone)
34 91 429 1056 (Fax)

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