Pseudo-likelihood estimation and bootstrap inference for structural discrete Markov decision models (Q295702)
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scientific article; zbMATH DE number 6592946
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| English | Pseudo-likelihood estimation and bootstrap inference for structural discrete Markov decision models |
scientific article; zbMATH DE number 6592946 |
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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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0.8457071185112
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0.7560253739356995
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0.7449005246162415
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0.7387107610702515
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0.7367691993713379
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