Swapping the nested fixed point algorithm: A class of estimators for discrete Markov decision models

Econometrica

Volumn 70, Issue 4, 2002, Pages 1519-1543

  Aguirregabiria, Victor ^a   Mira, Pedro ^b  

^a BOSTON UNIVERSITY   (United States)

^b CEMFI   (Spain)

Author keywords

Discrete Markov decision models; Maximum pseudo likelihood estimators; Nested algorithms; Policy iteration

Indexed keywords

ALGORITHMS; DYNAMIC PROGRAMMING; ITERATIVE METHODS; MARKOV PROCESSES; MATHEMATICAL MODELS; MAXIMUM LIKELIHOOD ESTIMATION; MONTE CARLO METHODS; PROBABILISTIC LOGICS;

NESTED FIXED POINT (NFXP) ESTIMATORS;

DECISION THEORY;

EID: 0036071551     PISSN: 00129682     EISSN: None     Source Type: Journal    
DOI: 10.1111/1468-0262.00340     Document Type: Article

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