The Identification of a Mixture of First-Order Binary Markov Chains*
نویسنده
چکیده
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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تاریخ انتشار 2013