Pseudo maximum likelihood estimation of structural models involving fixed-point problems
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- Victor Aguirregabiria, 2004. "Pseudo Maximum Likelihood Estimation of Structural Models Involving Fixed-Point Problems," Econometrics 0402003, EconWPA.
References listed on IDEAS
- Emmanuel Guerre & Isabelle Perrigne & Quang Vuong, 2000. "Optimal Nonparametric Estimation of First-Price Auctions," Econometrica, Econometric Society, vol. 68(3), pages 525-574, May.
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- Victor Aguirregabiria & Pedro Mira, 2007. "Sequential Estimation of Dynamic Discrete Games," Econometrica, Econometric Society, vol. 75(1), pages 1-53, January.
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"Swapping the Nested Fixed Point Algorithm: A Class of Estimators for Discrete Markov Decision Models,"
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- Victor Aguirregabiria & Pedro Mira, 1999. "Swapping the Nested Fixed-Point Algorithm: a Class of Estimators for Discrete Markov Decision Models," Computing in Economics and Finance 1999 332, Society for Computational Economics.
- Rust, J., 1991. "Estimation of dynamic Structural Models: Problems and Prospects Part I : Discrete Decision Processes," Working papers 9106, Wisconsin Madison - Social Systems.
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- repec:hrs:journl::y:2012:v:4:i:3:p:69-83 is not listed on IDEAS
- Aguirregabiria, Victor, 2012.
"A method for implementing counterfactual experiments in models with multiple equilibria,"
Elsevier, vol. 114(2), pages 190-194.
- Victor Aguirregabiria, 2009. "A Method for Implementing Counterfactual Experiments in Models with Multiple Equilibria," Working Papers tecipa-381, University of Toronto, Department of Economics.
- Victor, Aguirregabiria, 2009. "A Method for Implementing Counterfactual Experiments in Models with Multiple Equilibria," MPRA Paper 17805, University Library of Munich, Germany.
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- Elpianna Emmanouilidi, 2012. "Estimation Of A Discrete-Choice Model With Spatial Interactions The Case Of Deforestation In Western Attica Between 1990 And 2000," Regional Science Inquiry, Hellenic Association of Regional Scientists, vol. 0(3), pages 69-83, December.
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More about this item
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
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