Serially correlated variables in dynamic, discrete choice models

Todd R. Stinebrickner ()

Journal of Applied Econometrics, 2000, vol. 15, issue 6, pages 595-624

Abstract: 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.

Date: 2000
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