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Identifying and Estimating Dynamic Discrete Choice Models

Date: 09:00 12 March 2018 - 17:00 13 March 2018
Type: Masterclass
Speaker: Robert A. Miller Carnegie Mellon Tepper Business School
Venue: Institute for Fiscal Studies
Prices: HE delegates: £75; Charity/Government: £200; other delegates: £450; All prices are exclusive of VAT

Description

This masterclass develops structural approaches for analyzing large cross sectional and longitudinal data sets, by exploiting restrictions derived from the equilibrium dynamic outcomes in individual discrete choice optimization problems and non-cooperative games. We investigate empirical content, characterize identification of the primitives and  counterfactuals, and evaluate alternative estimators and testing procedures.

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