Swapping the Nested Fixed Point Algorithm: A Class of Estimators for Discrete Markov Decision Models

From MaRDI portal
Publication:5474998

DOI10.1111/1468-0262.00340zbMath1141.91632OpenAlexW3023432200MaRDI QIDQ5474998

Victor Aguirregabiria, Pedro Mira

Publication date: 16 June 2006

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://www.cemfi.es/ftp/wp/9904.pdf




Related Items (32)

Pseudo-likelihood estimation and bootstrap inference for structural discrete Markov decision modelsA HYBRID GENETIC ALGORITHM FOR THE MAXIMUM LIKELIHOOD ESTIMATION OF MODELS WITH MULTIPLE EQUILIBRIA: A FIRST REPORTA simple estimator for dynamic models with serially correlated unobservablesPseudo maximum likelihood estimation of structural models involving fixed-point problemsNonparametric identification of behavioral responses to counterfactual policy interventions in dynamic discrete decision processesIDENTIFICATION OF DISCRETE CHOICE DYNAMIC PROGRAMMING MODELS WITH NONPARAMETRIC DISTRIBUTION OF UNOBSERVABLESAn approach for extending dynamic models to settings with multi-product firmsDynamic discrete choice models with incomplete data: sharp identificationMarkov decision processes under model uncertaintyBinary choice with misclassification and social interactions, with an application to peer effects in attitudeIdentification and estimation of sequential games of incomplete information with multiple equilibriaNested pseudo likelihood estimation of continuous-time dynamic discrete gamesUnnamed ItemRation Gaming and the Bullwhip EffectGeneralized maximum entropy estimation of dynamic programming models with sample selection biasJoint analysis of the discount factor and payoff parameters in dynamic discrete choice modelsEstimation of dynastic life-cycle discrete choice modelsInference in dynamic discrete choice problems under local misspecificationNew results on the identification of stochastic bargaining modelsPairwise-difference estimation of incomplete information gamesA dynamic oligopoly game of the US airline industry: estimation and policy experimentsNonparametric identification of dynamic models with unobserved state variablesDynamic discrete choice structural models: a surveyQUALITY CHOICE AND MARKET STRUCTURE: A DYNAMIC ANALYSIS OF NURSING HOME OLIGOPOLIESDynamic decisions under subjective expectations: a structural analysisLinear IV regression estimators for structural dynamic discrete choice modelsEstimation of dynamic discrete models from time aggregated dataSemiparametric estimation of Markov decision processes with continuous state spaceTechnical Note—Cyclic Variables and Markov Decision ProcessesSolving finite mixture models: Efficient computation in economics under serial and parallel executionIDENTIFICATION IN DISCRETE MARKOV DECISION MODELSESTIMATING DYNAMIC DISCRETE CHOICE MODELS WITH HYPERBOLIC DISCOUNTING, WITH AN APPLICATION TO MAMMOGRAPHY DECISIONS




This page was built for publication: Swapping the Nested Fixed Point Algorithm: A Class of Estimators for Discrete Markov Decision Models