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

From MaRDI portal
scientific article
Language Label Description Also known as
English
Pseudo-likelihood estimation and bootstrap inference for structural discrete Markov decision models
scientific article

    Statements

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