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PPML estimation of dynamic discrete choice models with aggregate shocks (English)

Abstract

This paper introduces a computationally efficient method for estimating structural parameters of dynamic discrete choice models with large choice sets. The method is based on Poisson pseudo maximum likelihood (PPML) regression, which is widely used in... See More +

Details

  • Artuc, Erhan;
  • 2013/06/01
  • Policy Research Working Paper
  • WPS6480
  • 1 of 1
  • United StatesWorld
  • The World RegionRest Of The World
  • 2013/06/01
  • PPML estimation of dynamic discrete choice models with aggregate shocks
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