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Grant Miller: Managerial Incentives in Public Service Delivery

Serially Correlated Variables in Dynamic, Discrete Choice Models

Publication Abstract

Stinebrickner, Todd R. 2000. "Serially Correlated Variables in Dynamic, Discrete Choice Models." Journal of Applied Econometrics, 15(6): 595-624.

This paper discusses the problems that are encountered when dynamic, discrete choice models are specified with continuous, serially correlated state variables. A variety of approximation methods that can deal with these problems is examined, and an empirical example that allows continuous variables to be serially correlated is presented. Copyright (C) 2000 John Wiley & Sons, Ltd.

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