Discussion Papers in Economics and Econometrics A Computationally Practical Simulation Estimation Algorithm for Dynamic panel Data Models with Unobserved Endogenous State Variables

By Robert M. Sauer, Michael P. Keane. 2005

Citations in the corpus

• Panel Data Discrete Choice Models of Consumer Demand (2013, methodology): “For example Keane and Wolpin (2001) and Keane and Sauer (2010) develop an algorithm based on the idea that all discrete outcomes are measured with some classification error.”