This paper develops identification and estimation methods for dynamic structural models when agents' actions are … nonparametrically identified with a continuous state variable in a single-agent dynamic discrete choice model. Our identification …

Dynamic discrete choice (DDC) models are not identified nonparametrically, but the non-identification of models does … not necessarily imply the nonidentification of counterfactuals. We derive novel results for the identification of … general framework that allows the investigation of the identification of a broad class of counterfactuals (covering virtually …

, but not current utilities, as an intuitive source of information on time preferences. We study the identification of …. Consequently, in contrast to common intuition, an exclusion restriction does not in general give point identification. Finally, we …

We study the identification of intertemporal preferences in a stationary dynamic discrete decision model. We propose a …