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

PSC In The News

RSS Feed icon

Inglehart says European social democracy is a victim of its own success

Bound, Khanna, and Morales find multiple effects of H1-B visas on US tech industry

Prescott says public criminal registries have downside

More News

Highlights

Heather Ann Thompson wins Bancroft Prize for History for 'Blood in the Water'

Michigan ranks in USN&WR top-10 grad schools for sociology, public health, labor economics, social policy, social psychology

Paula Lantz to speak at Women in Health Leadership Summit, March 24, 2:30-5:30 Michigan League

New site highlights research, data, and publications of Relationship Dynamics and Social Life study

More Highlights

Next Brown Bag

Mon, March 20, 2017, noon:
Dean Yang, Taken by Storm

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