The identification of a mixture of first-order binary Markov Chains Articles uri icon

publication date

  • June 2013

start page

  • 455

end page

  • 459


  • 3


  • 75

International Standard Serial Number (ISSN)

  • 0305-9049

Electronic International Standard Serial Number (EISSN)

  • 1468-0084


  • 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