𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Serially correlated variables in dynamic, discrete choice models

✍ Scribed by Todd R. Stinebrickner


Publisher
John Wiley and Sons
Year
2000
Tongue
English
Weight
312 KB
Volume
15
Category
Article
ISSN
0883-7252

No coin nor oath required. For personal study only.

✦ Synopsis


Abstract

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 Β© 2000 John Wiley & Sons, Ltd.


πŸ“œ SIMILAR VOLUMES


Identification of dynamic errors-in-vari
✍ P. Castaldi; U. Soverini πŸ“‚ Article πŸ“… 1996 πŸ› Elsevier Science 🌐 English βš– 668 KB

This paper deals with the identifiability of scalar dynamic errors-in-variables models characterized by rational spectra. The hypothesis of causality for the underlying dynamic system is taken into account. By making use of stochastic realization theory and of the structural properties of state-spac

Discrete choice modelling in airline net
✍ Joachim Grammig; Reinhard Hujer; Michael Scheidler πŸ“‚ Article πŸ“… 2005 πŸ› John Wiley and Sons 🌐 English βš– 168 KB

## Abstract The task of airline network management is to develop new flight schedule variants and evaluate them in terms of expected passenger demand and revenue. Given the industry's trend towards global cooperation, this is especially important when evaluating the potential synergies with allianc