This paper deals with identification in Markov dynamic discrete decision processes. It shows the nonparametric identification of the behavioral responses to counterfactual policy interventions that modify the one- period utility function.Dynamic discrete decision processes, Identification, Counterfactual policy experiments.
I study the identification of time preferences in dynamic discrete choice models. Time preferences p...
The credibility of standard instrumental variables assumptions is often under dispute. This paper im...
We study identification and estimation of finite-horizon dynamic discrete choice models with a termi...
This paper analyzes the identification of dynamic discrete choice models in both single agent op-tim...
This paper presents new identification results for the class of structural dynamic discrete choice m...
Econometric models of dynamic discrete choice processes are applied to a wide variety of economic pr...
Abstract. This paper establishes conditions for nonparametric identification of dynamic optimization...
Econometric models of dynamic discrete choice processes are applied to a wide variety of economic pr...
We consider the identification of a Markov process {W t, X t*} for t=1,2,...,T when only {W t} for t...
We provide a general framework for investigating partial identification of structural dynamic discret...
We provide a general framework for investigating partial identification of structural dynamic discret...
This paper establishes conditions for nonparametric identification of dynamic optimization models in...
This paper develops a nonparametric model that represents how sequences of outcomes and treatment ch...
This paper presents new identification results for the class of structural dynamic optimal stopping ...
The copyright to this article is held by the Econometric Society, http://www.econometricsociety.org/...
I study the identification of time preferences in dynamic discrete choice models. Time preferences p...
The credibility of standard instrumental variables assumptions is often under dispute. This paper im...
We study identification and estimation of finite-horizon dynamic discrete choice models with a termi...
This paper analyzes the identification of dynamic discrete choice models in both single agent op-tim...
This paper presents new identification results for the class of structural dynamic discrete choice m...
Econometric models of dynamic discrete choice processes are applied to a wide variety of economic pr...
Abstract. This paper establishes conditions for nonparametric identification of dynamic optimization...
Econometric models of dynamic discrete choice processes are applied to a wide variety of economic pr...
We consider the identification of a Markov process {W t, X t*} for t=1,2,...,T when only {W t} for t...
We provide a general framework for investigating partial identification of structural dynamic discret...
We provide a general framework for investigating partial identification of structural dynamic discret...
This paper establishes conditions for nonparametric identification of dynamic optimization models in...
This paper develops a nonparametric model that represents how sequences of outcomes and treatment ch...
This paper presents new identification results for the class of structural dynamic optimal stopping ...
The copyright to this article is held by the Econometric Society, http://www.econometricsociety.org/...
I study the identification of time preferences in dynamic discrete choice models. Time preferences p...
The credibility of standard instrumental variables assumptions is often under dispute. This paper im...
We study identification and estimation of finite-horizon dynamic discrete choice models with a termi...