Pseudo-likelihood estimation and bootstrap inference for structural discrete Markov decision models (Q295702): Difference between revisions

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Latest revision as of 03:21, 12 July 2024

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Pseudo-likelihood estimation and bootstrap inference for structural discrete Markov decision models
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    Pseudo-likelihood estimation and bootstrap inference for structural discrete Markov decision models (English)
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    13 June 2016
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    Edgeworth expansion
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    finite mixture
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    \(k\)-step bootstrap
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    maximum pseudo-likelihood estimators
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    nested fixed point algorithm
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    Newton-Raphson method
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    policy iteration
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