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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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:
Acceso en línea:Ver este registro en EBSCOhost
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      dt: Jul2026
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      pub: Oxford University Press / USA
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        10.1093/restud/rdaf081
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        atl: Temporal-Difference Estimation of Dynamic Discrete Choice Models.
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        au:
          Adusumilli, Karun
          Eckardt, Dita
        affil:
          Department of Economics, University of Pennsylvania, USA
          Department of Economics, University of Warwick
      su:
        Discrete choice models
        Parameter estimation
        Conditional probability
        Statistical models
        Dynamic programming
        Nonparametric estimation
      sug:
        subj:
          Discrete choice models
          Parameter estimation
          Conditional probability
          Statistical models
          Dynamic programming
          Nonparametric estimation
      keyword:
        copyrightHolder:Review of Economic Studies Ltd
        copyrightYear:2026
        Dynamic discrete choice models
        Dynamic discrete games
        inLanguage:en
        publisher:Oxford University Press
        Reinforcement Learning
        sameAs:https://dx.doi.org/10.1093/restud/rdaf081
        Temporal-Difference learning
        copyrightHolder:Review of Economic Studies Ltd
        copyrightYear:2026
        Dynamic discrete choice models
        Dynamic discrete games
        inLanguage:en
        publisher:Oxford University Press
        Reinforcement Learning
        sameAs:https://dx.doi.org/10.1093/restud/rdaf081
        Temporal-Difference learning
      ab: 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 suggest two approaches: The first—linear semi-gradient—provides approximations to the recursive terms using basis functions. The second—Approximate Value Iteration—builds a sequence of approximations to the recursive terms by solving non-parametric estimation problems. Our approaches are fast and naturally allow for continuous and/or high-dimensional state spaces. Furthermore, they do not require specification of transition densities. In dynamic games, they avoid integrating over other players' actions, further heightening the computational advantage. Our proposals can be paired with popular existing methods such as pseudo-maximum-likelihood, and we propose locally robust corrections for the latter to achieve parametric rates of convergence. Monte Carlo simulations confirm the properties of our algorithms in practice.
      pubtype: Academic Journal
      doctype: Article
      src: R
    language: English
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