| 主讲人 |
Yu Hao |
简介 |
<p>This paper introduces a novel approach for characterizing and handling finite dependence in dynamic discrete choice models. Building on the framework of Arcidiacono and Miller (2011, 2019), the paper demonstrates that a wide range of models possess 2-period finite dependence, and recasts the identification of finite dependence as a sequential search for decision weights. The talk presents a computationally efficient method to determine these weights using the Kronecker product structure found in state transitions. Leveraging these weights, the proposed Conditional Choice Probability estimator allows for practical and scalable estimation in models exhibiting 2-period finite dependence. The computational efficiency of this estimator is illustrated through Monte Carlo simulations, making it highly relevant for researchers working with high-dimensional dynamic economic models.</p> |
| 时间 |
2025-11-05 (Wednesday) 16:40-18:00 |
地点 |
Room N302, Economics Building |
| 讲座语言 |
English |
主办单位 |
厦门大学经济学院、王亚南经济研究院、邹至庄经济研究院 |
| 承办单位 |
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类型 |
系列讲座 |
| 联系人信息 |
林老师，电话2180723，邮箱yurenlin@xmu.edu.cn |
主持人 |
Shuo Jiang |
| 专题网站 |
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专题 |
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| 主讲人简介 |
<p>Yu Hao is an Assistant Professor at the Faculty of Business and Economics, University of Hong Kong. Her research focuses on industrial organization and structural econometrics, with interests in dynamic games, demand estimation, and firm strategy identification. She specializes in theoretical and empirical analysis of dynamic discrete choice models, studying how discount factor identification and market policy interventions—such as advertising bans—affect firm behavior and market efficiency.</p> |
期数 |
高级计量经济学与统计学系列讲座2025年秋季学期第五讲（总191讲） |
