Temporal-Difference Estimation of Dynamic Discrete Choice Models.

We study the use of Temporal-Difference learning for estimating the structural parameters in dynamic discrete choice models. Our algorithms are based on the conditional choice probability approach but use functional approximations to estimate various terms in the pseudo-log-likelihood function. We s...

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Detalles Bibliográficos

Publicado en:	Review of Economic Studies Vol. 93; no. 4; pp. 2181 - 2215
Autores principales:	Adusumilli, Karun, Eckardt, Dita
Formato:	Artículo
Publicado:	Oxford University Press / USA Jul2026
Materias:	Discrete choice models Parameter estimation Conditional probability Statistical models Dynamic programming Nonparametric estimation
Acceso en línea:	Ver este registro en EBSCOhost