| 来源类型 | Discussion paper |
| 规范类型 | 论文 |
| 来源ID | DP11133 |
| DP11133 Identifying the Discount Factor in Dynamic Discrete Choice Models | |
| [unavailable] | |
| 发表日期 | 2016-02-24 |
| 出版年 | 2016 |
| 语种 | 英语 |
| 摘要 | The identification of the discount factor in dynamic discrete models is important for counterfactual analysis, but hard. Existing approaches either take the discount factor to be known or rely on high level exclusion restrictions that are difficult to interpret and hard to satisfy in applications, in particular in industrial organization. We provide identification results under an exclusion restriction on primitive utility that is more directly useful to applied researchers. We also show that our and existing exclusion restrictions limit the choice and state transition probability data in different ways; that is, they give the model nontrivial and distinct empirical content. |
| 主题 | Industrial Organization |
| 关键词 | Discount factor Dynamic discrete choice Empirical content Identification |
| URL | https://cepr.org/publications/dp11133 |
| 来源智库 | Centre for Economic Policy Research (United Kingdom) |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/539950 |
| 推荐引用方式 GB/T 7714 | [unavailable]. DP11133 Identifying the Discount Factor in Dynamic Discrete Choice Models. 2016. |
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