Nonparametric identification of behavioral responses to counterfactual policy interventions in dynamic discrete decision processes

Economics Letters

Volumn 87, Issue 3, 2005, Pages 393-398

  Aguirregabiria, Victor ^a  

^a Boston University   (United States)

Author keywords

Counterfactual policy experiments; Dynamic discrete decision processes; Identification

Indexed keywords

EID: 18744410386     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econlet.2004.12.014     Document Type: Article

References (6)

1. V. Aguirregabiria P. Mira Swapping the nested fixed point algorithm: A class of estimators for Markov decision models Econometrica 70 2002 1519-1543
2. J. Hotz R.A. Miller Conditional choice probabilities and the estimation of dynamic models Review of Economic Studies 60 1993 497-529
3. T. Magnac D. Thesmar Identifying dynamic discrete decision processes Econometrica 70 2002 801-816
4. R.L. Matzkin Nonparametric identification and estimation of polychotomous choice models Journal of Econometrics 58 1993 137-168
5. J. Rust Structural estimation of Markov decision processes In: R.E. Engle D. McFadden (Eds.) Handbook of Econometrics vol. 4 1994 Amsterdam The Netherlands, North-Holland
6. J. Rust J.F. Traub H. Wozniakowski Is there a curse of dimensionality for contraction fixed points in the worst case? Econometrica 70 2002 285-329