We thank Victor Aguirregabiria, Esteban Aucejo, Lanier Benkard, Jason Blevins, Paul Ellickson, George-Levi Gayle, Joe Hotz, Pedro Mira, three anonymous referees, and the co-editor for their comments. We have benefited from seminars at UC Berkeley, Duke University, University College London, University of North Carolina, Northwestern University, The Ohio State University, University of Pennsylvania, University of Rochester, Stanford University, University of Texas, Vanderbilt University, University of Virginia, Washington University, University of Wisconsin, IZA, Microeconometrics Conferences at the Cowles Foundation, the MOVE Conference at Universitat Autònoma de Barcelona, and the NASM of the Econometric Society. Andrew Beauchamp, Jon James, and Josh Kinsler provided excellent research assistance. Financial support was provided for by NSF Grants SES-0721059 and SES-0721098.
Conditional Choice Probability Estimation of Dynamic Discrete Choice Models With Unobserved Heterogeneity
Article first published online: 22 NOV 2011
© 2011 The Econometric Society
Volume 79, Issue 6, pages 1823–1867, November 2011
How to Cite
Arcidiacono, P. and Miller, R. A. (2011), Conditional Choice Probability Estimation of Dynamic Discrete Choice Models With Unobserved Heterogeneity. Econometrica, 79: 1823–1867. doi: 10.3982/ECTA7743
- Issue published online: 22 NOV 2011
- Article first published online: 22 NOV 2011
- Manuscript received February, 2008; final revision received April, 2011.
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