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.

引用

页码：455 / 459

页数：5

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