359 citations · 359 across the 4 of their papers we have counts for
4 papers · 1 filter
Semiparametric Identification of the Discount Factor and Payoff Function in Dynamic Discrete Choice Models
Yu Hao, Hiroyuki Kasahara, Katsumi Shimotsu
This paper investigates how the discount factor and payoff functions can be identified in stationary infinite-horizon dynamic discrete choice models. In single-agent models, we sho…
Estimating the Number of Components in Panel Data Finite Mixture Regression Models with an Application to Production Function Heterogeneity
Yu Hao, Hiroyuki Kasahara
This paper develops statistical methods for determining the number of components in panel data finite mixture regression models with regression errors independently distributed as…
Conditional Choice Probability Estimation of Dynamic Discrete Choice Models with 2-period Finite Dependence
Yu Hao, Hiroyuki Kasahara
This paper extends the work of Arcidiacono and Miller (2011, 2019) by introducing a novel characterization of finite dependence within dynamic discrete choice models, demonstrating…
Causal Impact of Masks, Policies, Behavior on Early Covid-19 Pandemic in the U.S
Victor Chernozhukov, Hiroyuki Kasaha, Paul Schrimpf
This paper evaluates the dynamic impact of various policies adopted by US states on the growth rates of confirmed Covid-19 cases and deaths as well as social distancing behavior me…