Estimation of Dynamic Programming Models with Censored Dependent Variables

Victor Aguirregabiria ()

UWO Department of Economics Working Papers from University of Western Ontario, Department of Economics

Abstract: This paper considers the estimation of dynamic structural models where the decision variables are censored. We present and discuss several econometric issues and estimation methods under alternative stochastic structure of the unobservables, different potential sources of censoring, and different characteritics of dataset.

Keywords: DECISION MAKING; ECONOMIC MODELS (search for similar items in EconPapers)
JEL-codes: C34 C15 C63 J23 (search for similar items in EconPapers)
Date: Written
View citations in EconPapers

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:uwo:uwowop:9711

Access Statistics for this paper

More papers in UWO Department of Economics Working Papers from University of Western Ontario, Department of Economics
Address: Department of Economics, Reference Centre, Social Science Centre, University of Western Ontario, London, Ontario, Canada N6A 5C2
Series data maintained by ().