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 models ⋮ A HYBRID GENETIC ALGORITHM FOR THE MAXIMUM LIKELIHOOD ESTIMATION OF MODELS WITH MULTIPLE EQUILIBRIA: A FIRST REPORT ⋮ A simple estimator for dynamic models with serially correlated unobservables ⋮ Pseudo maximum likelihood estimation of structural models involving fixed-point problems ⋮ Nonparametric identification of behavioral responses to counterfactual policy interventions in dynamic discrete decision processes ⋮ IDENTIFICATION OF DISCRETE CHOICE DYNAMIC PROGRAMMING MODELS WITH NONPARAMETRIC DISTRIBUTION OF UNOBSERVABLES ⋮ An approach for extending dynamic models to settings with multi-product firms ⋮ Dynamic discrete choice models with incomplete data: sharp identification ⋮ Markov decision processes under model uncertainty ⋮ Binary choice with misclassification and social interactions, with an application to peer effects in attitude ⋮ Identification and estimation of sequential games of incomplete information with multiple equilibria ⋮ Nested pseudo likelihood estimation of continuous-time dynamic discrete games ⋮ Unnamed Item ⋮ Ration Gaming and the Bullwhip Effect ⋮ Generalized maximum entropy estimation of dynamic programming models with sample selection bias ⋮ Joint analysis of the discount factor and payoff parameters in dynamic discrete choice models ⋮ Estimation of dynastic life-cycle discrete choice models ⋮ Inference in dynamic discrete choice problems under local misspecification ⋮ New results on the identification of stochastic bargaining models ⋮ Pairwise-difference estimation of incomplete information games ⋮ A dynamic oligopoly game of the US airline industry: estimation and policy experiments ⋮ Nonparametric identification of dynamic models with unobserved state variables ⋮ Dynamic discrete choice structural models: a survey ⋮ QUALITY CHOICE AND MARKET STRUCTURE: A DYNAMIC ANALYSIS OF NURSING HOME OLIGOPOLIES ⋮ Dynamic decisions under subjective expectations: a structural analysis ⋮ Linear IV regression estimators for structural dynamic discrete choice models ⋮ Estimation of dynamic discrete models from time aggregated data ⋮ Semiparametric estimation of Markov decision processes with continuous state space ⋮ Technical Note—Cyclic Variables and Markov Decision Processes ⋮ Solving finite mixture models: Efficient computation in economics under serial and parallel execution ⋮ IDENTIFICATION IN DISCRETE MARKOV DECISION MODELS ⋮ ESTIMATING 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