Efficient estimation of structural models via sieves

DOI10.1016/J.JECONOM.2026.106184MaRDI QIDQ6856861zbMATH OpenFDO

Authors Yao Luo, Peijun Sang

Publication date 18 February 2026

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JECONOM.2026.106184

zbMATH Keywords

efficient estimationempirical gamesjoint algorithmnested algorithmsieves

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites work

• Additive regression and other nonparametric models
• Asymptotic Least Squares Estimators for Dynamic Games
• Asymptotic Statistics
• Automobile Prices in Market Equilibrium
• Comment on ``Constrained optimization approaches to estimation of structural models
• Conditional Choice Probabilities and the Estimation of Dynamic Models
• Consistent Estimation of Scaled Coefficients
• Constrained optimization approaches to estimation of structural models
• Dynamic product positioning in differentiated product markets: the effect of fees for musical performance rights on the commercial radio industry
• Efficient estimation of average derivatives in NPIV models: simulation comparisons of neural network estimators
• Empirical models of discrete games
• Estimating static models of strategic interactions
• scientific article; zbMATH DE number 1157171 (Why is no real title available?)
• scientific article; zbMATH DE number 2135362 (Why is no real title available?)
• scientific article; zbMATH DE number 2104212 (Why is no real title available?)
• Improving the numerical performance of static and dynamic aggregate discrete choice random coefficients demand estimation
• Infinite order cross-validated local polynomial regression
• On methods of sieves and penalization
• Optimal error bounds for cubic spline interpolation
• Optimal Nonparametric Estimation of First-price Auctions
• Optimal rates of convergence for nonparametric estimators
• Optimal Replacement of GMC Bus Engines: An Empirical Model of Harold Zurcher
• Semiparametric Estimation of Index Coefficients
• Sequential Estimation of Dynamic Discrete Games
• Sequential estimation of dynamic discrete games: a comment
• Solving dynamic discrete choice models using smoothing and sieve methods
• Swapping the Nested Fixed Point Algorithm: A Class of Estimators for Discrete Markov Decision Models
• Weak convergence and empirical processes. With applications to statistics
• What Happens When Wal-Mart Comes to Town: An Empirical Analysis of the Discount Retailing Industry

This page was built for publication: Efficient estimation of structural models via sieves

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6856861)