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econ.EM2025
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…
econ.EM2025
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…
econ.EM2024
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…