Single Agent Dynamics

 

Eckstein and Wolpin: “The Specification and Estimation of Dynamic Discrete Choice Models: A Survey

Hotz and Miller: “Computational Choice Probabilities and Estimation of Dynamic Models

Hotz, Miller, Sanders and Smith: “A Simulation Estimator for Dynamic Models of Discrete Choice

Victor Aguirregabiria: “Another Look at the Identification of Dynamic Discrete Decision Process

French and Jones: “The Effects of Health Insurance and Self-insurance on Retirement Behavior

Dan Ackerberg:  “Advertising, Learning, and Consumer Choice in Experience Good Markets:  A Structural Empirical Examination

Heckman and Navarro: “Dynamic Discrete Choice and Dynamic Treatment Effects

Doraszelski and Satterthwaite: “Foundations of Markov-Perfect Industry Dynamics: Existence, Purification, and Multiplicity