Pairwise-difference estimation of a dynamic optimization model

DOI10.1111/J.1467-937X.2009.00576.XMaRDI QIDQ3406046zbMATH OpenOpenAlexFDO

Authors Han Hong, Matthew Shum

Publication date 12 February 2010

Published in Review of Economic Studies (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-937x.2009.00576.x

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Applications of statistics to economics (62P20)

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Cited in

(8)

• A simple estimator for dynamic models with serially correlated unobservables
• Semiparametric estimation of dynamic discrete choice models
• Extremum estimation and numerical derivatives
• Joint analysis of the discount factor and payoff parameters in dynamic discrete choice models
• A fast resample method for parametric and semiparametric models
• Pairwise-difference estimation of incomplete information games
• Nonparametric identification of dynamic models with unobserved state variables
• A Comment on “Simple Estimators for Invertible Index Models”

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