Unobserved Heterogeneity Assignment

Tutorial Slides

Tutorial Video passcode:  x+adB1Xq

 

 

The computer programs and documentation included below have been generously provided

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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]