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Estimation of Dynamic Discrete Choice Models by Maximum Likelihood and the Simulated Method of Moments

We compare the performance of maximum likelihood (ML) and simulated method of moments (SMM) estimation for dynamic discrete choice models. We construct and estimate a simplified dynamic structural model of education that captures some basic features of educational choices in the United States in the...

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Detalhes bibliográficos
Publicado no:Int Econ Rev (Philadelphia)
Main Authors: Eisenhauer, Philipp, Heckman, James J., Mosso, Stefano
Formato: Artigo
Idioma:Inglês
Publicado em: 2015
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC4610014/
https://ncbi.nlm.nih.gov/pubmed/26494926
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1111/iere.12107
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