Estimation of Dynamic Programming Models with Censored Dependent Variables.

This paper considers the estimation of dynamic structural models where the decision variables are censored. We present and discuss several econometric issues and estimation methods under alternative stochastic structure of the unobservables, different potential sources of censoring, and different characteritics of dataset.

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Year of publication:	1997
Authors:	Aguirregabiria, V.
Institutions:	University of Western Ontario, Department of Economics
Subject:	DECISION MAKING \| ECONOMIC MODELS

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Series:	UWO Department of Economics Working Papers.
Type of publication:	Book / Working Paper
Notes:	39 pages
Classification:	C34 - Truncated and Censored Models ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C63 - Computational Techniques ; J23 - Employment Determination; Job Creation; Demand for Labor; Self-Employment
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005515507