메뉴 건너뛰기




Volumn 84, Issue 3, 2004, Pages 335-340

Pseudo maximum likelihood estimation of structural models involving fixed-point problems

Author keywords

Fixed points; Pseudo maximum likelihood estimation; Recursive methods

Indexed keywords


EID: 3343016615     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econlet.2004.03.002     Document Type: Article
Times cited : (15)

References (7)
  • 1
    • 0036071551 scopus 로고    scopus 로고
    • Swapping the nested fixed point algorithm: A class of estimators for Markov decision models
    • Aguirregabiria V. Mira P. Swapping the nested fixed point algorithm: a class of estimators for Markov decision models Econometrica 70 2002 1519-1543
    • (2002) Econometrica , vol.70 , pp. 1519-1543
    • Aguirregabiria, V.1    Mira, P.2
  • 2
    • 3343005935 scopus 로고    scopus 로고
    • Sequential estimation of dynamic discrete games
    • Manuscript, Department of Economics, Boston University
    • Aguirregabiria V. Mira P. 2003. Sequential estimation of dynamic discrete games, Manuscript, Department of Economics, Boston University.
    • (2003)
    • Aguirregabiria, V.1    Mira, P.2
  • 5
    • 0000621414 scopus 로고    scopus 로고
    • Optimal nonparametric estimation of first-price auctions
    • Guerre E. Perrigne I. Vuong Q. Optimal nonparametric estimation of first-price auctions Econometrica 68 2000 525-574
    • (2000) Econometrica , vol.68 , pp. 525-574
    • Guerre, E.1    Perrigne, I.2    Vuong, Q.3
  • 6
    • 0003322903 scopus 로고
    • Estimation of dynamic structural models, problems and prospects: Discrete decision processes
    • C. Sims (Ed.), Cambridge Univ. Press, Cambridge, UK
    • Rust J. Estimation of dynamic structural models, problems and prospects: discrete decision processes In: Sims C. (Ed.). Advances in Econometrics, Sixth World Congress 1994 Cambridge Univ. Press Cambridge, UK
    • (1994) Advances in Econometrics, Sixth World Congress
    • Rust, J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.