{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,8,23]],"date-time":"2026-08-23T14:46:59Z","timestamp":1787496419523,"version":"build-2736575974"},"reference-count":43,"publisher":"The Econometric Society","issue":"2","license":[{"start":{"date-parts":[[2026,1,1]],"date-time":"2026-01-01T00:00:00Z","timestamp":1767225600000},"content-version":"unspecified","delay-in-days":0,"URL":"https:\/\/creativecommons.org\/licenses\/by-nc\/4.0\/legalcode"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["QE"],"abstract":"<jats:p>Traditional dynamic discrete choice model\u2014Conditional Choice Probability estimator (DDCM\u2010CCP) literature considered identification using the likelihood of longitudinal choice only. However, such an approach has a limitation in identifying flexible dynamics for latent state due to the discrete and typically small\u2010dimensional nature of choice. This paper extends this literature to utilize imperfect measurements, called proxies, for a latent discrete state. I first show that proxies improve identification and discuss how survey design on proxies affects identification conditions. I then extend the estimator from Arcidiacono and Miller (2011) to pool information from an unbalanced panel of noisy proxies, enabling estimation of more flexible latent state dynamics than Markov chains. As an application, I estimate a dynamic model of labor supply and mental health, where dynamic mental health only imperfectly observed\u2014plays a central role. The results reveal more complex dynamics than a standard Markov chain.<\/jats:p>","DOI":"10.3982\/qe1894","type":"journal-article","created":{"date-parts":[[2026,4,30]],"date-time":"2026-04-30T12:29:57Z","timestamp":1777552197000},"page":"497-540","source":"Crossref","is-referenced-by-count":3,"title":["Conditional choice probability estimation with an imperfectly measured latent state"],"prefix":"10.3982","volume":"17","author":[{"given":"Yujung","family":"Hwang","sequence":"first","affiliation":[{"name":"Department of Economics, Johns Hopkins University"}],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"2359","published-online":{"date-parts":[[2026]]},"reference":[{"key":"quan70017-bib-0001","volume-title":"Why Muslim Integration Fails in Christian-Heritage Societies","author":"Adida","year":"2016"},{"issue":"4","key":"quan70017-bib-0002","doi-asserted-by":"crossref","first-page":"1519","DOI":"10.1111\/1468-0262.00340","volume":"70","author":"Aguirregabiria","year":"2002","journal-title":"Econometrica"},{"issue":"1","key":"quan70017-bib-0003","doi-asserted-by":"crossref","first-page":"38","DOI":"10.1016\/j.jeconom.2009.09.007","volume":"156","author":"Aguirregabiria","year":"2010","journal-title":"Journal of Econometrics"},{"key":"quan70017-bib-0004","first-page":"3099","author":"Allman","year":"2009","journal-title":"The Annals of Statistics"},{"issue":"1","key":"quan70017-bib-0005","doi-asserted-by":"crossref","first-page":"45","DOI":"10.1111\/1467-937X.00035","volume":"65","author":"Altug","year":"1998","journal-title":"The Review of Economic Studies"},{"issue":"1","key":"quan70017-bib-0006","doi-asserted-by":"crossref","first-page":"363","DOI":"10.1146\/annurev-economics-111809-125038","volume":"3","author":"Arcidiacono","year":"2011","journal-title":"Annu. 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