Hidden Rust Models

Abstract

Hidden Rust models answer the need for convenient models of unobserved dynamics in a dynamic discrete choice context. They can be thought of as classical Rust models with an additional unobserved state variable. As opposed to their classical counterparts, hidden Rust models are not Markovian. I study their econometrics in terms of: identification, time… (More)

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Cite this paper

@inproceedings{Connault2016HiddenRM, title={Hidden Rust Models}, author={Benjamin Connault and Myrto Kalouptsidi and Michal Koles{\'a}r}, year={2016} }