Arcidiacono, Peter; Miller, Robert A - 2008
probability (CCP) estimators of dynamic discrete choice problems. The unobserved heterogeneity can be time-invariant, fully … mixed discrete/continuous problems with unobserved heterogeneity. Further, when the unobservables aect both dynamic discrete … choices and some other outcome, we show that the probability distribution of the unobserved heterogeneity can be estimated in …