Serially correlated variables in dynamic, discrete choice models | Zendy

Stinebrickner Todd R. | Zendy

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Serially correlated variables in dynamic, discrete choice models

Author(s) -

Stinebrickner Todd R.

Publication year - 2000

Publication title -

journal of applied econometrics

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 2.878

H-Index - 99

eISSN - 1099-1255

pISSN - 0883-7252

DOI - 10.1002/jae.578

Subject(s) - variety (cybernetics) , discrete choice , econometrics , state variable , variable (mathematics) , continuous variable , mathematical economics , computer science , mathematics , mathematical optimization , statistics , mathematical analysis , physics , thermodynamics

This paper discusses the problems that are encountered when dynamic, discrete choice models are specified with continuous, serially correlated state variables. A variety of approximation methods that can deal with these problems is examined, and an empirical example that allows continuous variables to be serially correlated is presented. Copyright © 2000 John Wiley & Sons, Ltd.

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