Jacobian-free efficient pseudo-likelihood (EPL) algorithm

DOI10.1016/J.ECONLET.2025.112195MaRDI QIDQ6957341zbMATH OpenFDO

Authors T. Fukasawa

Publication date 16 July 2025

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.ECONLET.2025.112195

zbMATH Keywords

dynamic discrete gameEPLJacobian-freeJacobian-vector productKrylov method

Mathematics Subject Classification ID

Dynamic games (91A25)

Cites work

• Efficient and convergent sequential pseudo-likelihood estimation of dynamic discrete games
• Estimating dynamic discrete-choice games of incomplete information
• scientific article; zbMATH DE number 1953444 (Why is no real title available?)
• Sequential Estimation of Dynamic Discrete Games
• Solving Nonlinear Equations with Newton's Method

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