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2010 International Conference on Computing, Control and Industrial Engineering
A Survey of Estimations of Dynamic Discrete Choice Models
Wuhan, China
June 05-June 06
ISBN: 978-0-7695-4026-9
| ASCII Text | x | ||
| Wang Zhen Lei, Qin Song, "A Survey of Estimations of Dynamic Discrete Choice Models," Computing, Control and Industrial Engineering, International Conference on, vol. 2, pp. 52-55, 2010 International Conference on Computing, Control and Industrial Engineering, 2010. | |||
| BibTex | x | ||
| @article{ 10.1109/CCIE.2010.132, author = {Wang Zhen Lei and Qin Song}, title = {A Survey of Estimations of Dynamic Discrete Choice Models}, journal ={Computing, Control and Industrial Engineering, International Conference on}, volume = {2}, year = {2010}, isbn = {978-0-7695-4026-9}, pages = {52-55}, doi = {http://doi.ieeecomputersociety.org/10.1109/CCIE.2010.132}, publisher = {IEEE Computer Society}, address = {Los Alamitos, CA, USA}, } | |||
| RefWorks Procite/RefMan/Endnote | x | ||
| TY - CONF JO - Computing, Control and Industrial Engineering, International Conference on TI - A Survey of Estimations of Dynamic Discrete Choice Models SN - 978-0-7695-4026-9 SP52 EP55 A1 - Wang Zhen Lei, A1 - Qin Song, PY - 2010 KW - DDCM KW - Small sample heterogeneity KW - Curse of dimensionality KW - Structural estimation VL - 2 JA - Computing, Control and Industrial Engineering, International Conference on ER - | |||
DOI Bookmark: http://doi.ieeecomputersociety.org/10.1109/CCIE.2010.132
The DDCM is a dynamic program (DP) with discrete controls, which is very important in understanding agents’ behavior in various settings. This paper begins with the essential features and hypothesis. On the one hand, to estimate the model with two sources of heterogeneity when the number of periods is small, it obtains non-linear bias corrected estimator (NBC) and minimized integrated mean square error (MIMSE). On the other hand, “Curse of Dimensionality” makes the estimation of the dynamic model infeasible even in a relatively simple setting, it proposes Bayesian estimation, Bayesian-MCMC-DP estimation and MCMC-ANN etc.
Index Terms:
DDCM, Small sample heterogeneity, Curse of dimensionality, Structural estimation
Citation:
Wang Zhen Lei, Qin Song, "A Survey of Estimations of Dynamic Discrete Choice Models," ccie, vol. 2, pp.52-55, 2010 International Conference on Computing, Control and Industrial Engineering, 2010
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