Unobserved Heterogeneity Assignment
Tutorial Slides
Tutorial Video, Pascode: 38?oAQ7L
The computer programs and documentation included below have been generously provided
by the authors.
Sources:
Arcidiacono, P. and R. A. Miller (2011): “Conditional Choice Probability Estimation of Dynamic Discrete Choice Models with Unobserved Heterogeneity”, Econometrica, 79 (6), 1823-1867. Supplementary Appendix. [ZIP ARCHIVE]