Linear IV Regression Estimators for Structural Dynamic Discrete Choice Models
NBER Working Paper No. 25134
---- Acknowledgments ----
We are grateful to Victor Aguirregabiria, Chris Conlon, Øystein Daljord, Mike Dickstein, Bo Honoré, Rob McMillan, Magne Mogstad, Matthew Osborne, Lucas Lima, Marc-Antoine Schmidt, Yuanyuan Wan, Stan Zin, and seminar participants at various universities for many helpful comments. We also thank the Editor, the Associate Editor, and the anonymous referees. Jan Dee and Walter Zhang provided outstanding research assistance. Much of the material of this paper was formerly part of our paper “Identification of Counterfactuals in Dynamic Discrete Choice Models”, NBER Working Paper 21527. All remaining errors are our own. The views expressed herein are those of the authors and do not necessarily reflect the views of the National Bureau of Economic Research.