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20132021
most citedDuality in dynamic discrete-choice models

48 citations

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stat.AP2016★ 1 cited

Semiparametric Estimation of Dynamic Discrete-Choice Models

Nicholas Buchholz, Haiqing Xu, Matthew Shum

We consider the estimation of dynamic discrete choice models in a semiparametric setting, in which the per-period utility functions are known up to a finite number of parameters, b…