The Identification of a Mixture of First-Order Binary Markov Chains

被引：4
|
作者：
Browning, Martin [1 ]
Carro, Jesus M. [2 ]
机构：
[1] Univ Oxford, Dept Econ, Oxford OX1 2JD, England
[2] Univ Carlos III Madrid, Dept Econ, E-28903 Getafe, Spain
来源：
OXFORD BULLETIN OF ECONOMICS AND STATISTICS | 2013年 / 75卷 / 03期
关键词：
BINOMIAL DISTRIBUTIONS; PARAMETERS; MODELS;
D O I：
10.1111/j.1468-0084.2012.00696.x
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
Let S be the number of components in a finite discrete mixing distribution. We prove that the number of waves of panel being greater than or equal to 2S is a sufficient condition for global identification of a dynamic binary choice model in which all the parameters are heterogeneous. This model results in a mixture of S binary first-order Markov Chains.
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页码：455 / 459
页数：5
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