3 papers
econ.EM2025
Marginal homogeneity tests with panel data
Federico Bugni, Jackson Bunting, Muyang Ren
A panel dataset satisfies marginal homogeneity if the time-specific marginal distributions are homogeneous or time-invariant. Marginal homogeneity is relevant in many economic sett…
econ.EM2025
Continuous permanent unobserved heterogeneity in dynamic discrete choice models
Jackson Bunting
In dynamic discrete choice (DDC) analysis, it is common to use mixture models to control for unobserved heterogeneity. However, consistent estimation typically requires both restri…
econ.EM2025
Faster estimation of dynamic discrete choice models using index invertibility
Jackson Bunting, Takuya Ura
Many estimators of dynamic discrete choice models with persistent unobserved heterogeneity have desirable statistical properties but are computationally intensive. In this paper we…