Publication:
The identification of a mixture of first order binary Markov Chains

Thumbnail Image
Identifiers
URI: https://hdl.handle.net/10016/11812
ISSN: 2340-5031
UXXI: DT/0000000870
Files
we1117.pdf (107.62 KB)
Publication date
2011-01
Defense date
Authors
Advisors
Tutors
Journal Title
Journal ISSN
Volume Title
Publisher
Impact
Google Scholar
Export
Research Projects
Organizational Units
Journal Issue
Abstract
Let S be the number of components in a finite discrete mixing distribution. We prove that the number of waves of panel being greater than or equal to 2S is a sufficient condition for global identification of a dynamic binary choice model in which all the parameters are heterogeneous. This model results in a mixture of S binary first order Markov Chains
Description
Keywords
Discrete choice, Markov processes, Global identification
Bibliographic citation
Collections
DE - Working Papers. Economics. WE
Economists Online