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Keyword: markovian models;

2 results found.

Econometrics Paper

Semiparametric Estimation of Markov Decision Processeswith Continuous State Space

Sorawoot Srisuma and Oliver Linton

We propose a general two-step estimation method for the structural parameters of popular semiparametric Markovian discrete choice models that include a class of Markovian Games and allow for continuous observable state s...Read more...

August 2010

DARP Paper

On the Non-Stationarity of German Income Mobility (and some observations on poverty dynamics)

Christian Schluter

The intra-distributional mobility of German income dynamics is analysed using GSOEP. Transition probabilities are found to be time-varying. The tested models comprise various mixed Markov chains in discrete time and a no...Read more...

April 1997