Home > Publications . Search All . Browse All . Country . Browse PSC Pubs . PSC Report Series

PSC In The News

RSS Feed icon

Smock discusses the "new American family" on NPR

Pfeffer and colleagues re-examine impacts of community college attendance

Frey explains the minority-majority remapping of America

Highlights

Apply for 2-year NICHD Postdoctoral Fellowships that begin September 2015

PSC Fall 2014 Newsletter now available

Martha Bailey and Nicolas Duquette win Cole Prize for article on War on Poverty

Michigan's graduate sociology program tied for 4th with Stanford in USN&WR rankings

Next Brown Bag

Monday, Dec 1
Linda Waite, Health & Well-Being of Adults over 60

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.

Browse | Search : All Pubs | Next