Masterclass given by Robert Miller (Carnegie Mellon): Identifying and Estimating Dynamic Discrete Choice Models

28 February 2018

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.