The identification of a mixture of first order binary Markov Chains

Browning, Martin; Carro, Jesús M.

The identification of a mixture of first order binary Markov Chains

Autor(es): Browning, Martin; Carro, Jesús M.

Editor: Universidad Carlos III de Madrid. Departamento de Economía

Fecha de edición: 2011-01

ISSN: 2340-5031

Serie/Num.: UC3M Working papers. Economics
11-17

Palabras clave: Discrete choice , Markov processes , Global identification

Clasificación JEL: C23 , C24 , J64

URI: http://hdl.handle.net/10016/11812

Derechos: Atribución-NoComercial-SinDerivadas 3.0 España

Resumen:

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 param [+]

Mostrar el registro completo del ítem