Linear IV Regression Estimators for Structural Dynamic Discrete Choice Models
NBER Working Paper No. 25134
---- Acknowledgments ----
The authors are grateful for research support from the German Investment and Asset Management Association (BVI) and the Pension Research Council/Boettner Center at The Wharton School of the University of Pennsylvania. We also thank the initiative High Performance Computing in Hessen for grating us computing time at the LOEWE-CSC and Lichtenberg Cluster. David Richardson and participants at the 2018 NBER workshop in Jackson Hole, Wyoming provided helpful comments. Opinions and any errors are solely those of the authors and not of the institutions with which the authors are affiliated, or any individual cited. The views expressed herein are those of the authors and do not necessarily reflect the views of the National Bureau of Economic Research.