The identification of a mixture of first order binary Markov Chains

Martin Browning
Authors registered in the RePEc Author Service: Jesus M. Carro

UC3M Working papers. Economics from Universidad Carlos III de Madrid. Departamento de Economía

Abstract: Let S be the number of components in a finite discrete mixing distribution. We prove that the number of waves of panel being greater than or equal to 2S is a sufficient condition for global identification of a dynamic binary choice model in which all the parameters are heterogeneous. This model results in a mixture of S binary first order Markov Chains

Keywords: Discrete; choice; Markov; processes; Global; identification (search for similar items in EconPapers)
JEL-codes: C23 C24 J64 (search for similar items in EconPapers)
Date: 2011-01
New Economics Papers: this item is included in nep-dcm and nep-ecm
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Related works:
Journal Article: The Identification of a Mixture of First-Order Binary Markov Chains (2013)
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Persistent link: https://EconPapers.repec.org/RePEc:cte:werepe:we1117

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