Identifying dynamic discrete choice models

David Thesmar and Thierry Magnac

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Abstract: In this paper, the authors analyze the non paramatric identification of dynamic discrete choice without consumption smoothing using individual data on discrete choices. They posit that preferences are not restricted and that agents have private information about heir tastes at each period that no other agents, including econometricians can observe. Agents however are supposed to coordinate their expectations of future random tastes on a (common knowledge) distribution function..

Keywords: dynamic discrete choice; non parametric identification; education (search for similar items in EconPapers)
Date: 2002-03
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Citations: View citations in EconPapers (15)

Published in Econometrica, 2002, Vol.70, n°2, pp.801-816

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-00538062

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