Pseudo maximum likelihood estimation of structural models involving fixed-point problems
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Publication:1927562
DOI10.1016/j.econlet.2004.03.002zbMath1255.62335OpenAlexW3125494260MaRDI QIDQ1927562
Publication date: 1 January 2013
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2004.03.002
Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)
Related Items (6)
A HYBRID GENETIC ALGORITHM FOR THE MAXIMUM LIKELIHOOD ESTIMATION OF MODELS WITH MULTIPLE EQUILIBRIA: A FIRST REPORT ⋮ The ARCH(2) model: Pseudo-maximum estimation and asymptotic results under dependent innovations ⋮ Pseudo maximum likelihood estimation and asymptotic results of the GARCH (1, 2) Model under dependent innovations ⋮ Pseudo maximum likelihood estimation of the univariate GARCH (2,2) and asymptotic normality under dependent innovations ⋮ A method for implementing counterfactual experiments in models with multiple equilibria ⋮ ESTIMATING DYNAMIC DISCRETE CHOICE MODELS WITH HYPERBOLIC DISCOUNTING, WITH AN APPLICATION TO MAMMOGRAPHY DECISIONS
Cites Work
- Econometric specification of stochastic discount factor models
- Discrete Choice with Social Interactions
- Sequential Estimation of Dynamic Discrete Games
- Optimal Nonparametric Estimation of First-price Auctions
- Swapping the Nested Fixed Point Algorithm: A Class of Estimators for Discrete Markov Decision Models
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