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Susan Murphy to speak at U-M kickoff for data science initiative, Oct 6, Rackham

Andrew Goodman-Bacon, former trainee, wins 2015 Nevins Prize for best dissertation in economic history

Deirdre Bloome wins ASA award for work on racial inequality and intergenerational transmission

Bob Willis awarded 2015 Jacob Mincer Award for Lifetime Contributions to the Field of Labor Economics

Next Brown Bag

Monday, Oct 5 at noon, 6050 ISR
Colter Mitchell: Biological consequences of poverty

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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