Constrainted Optimization Approaches to Estimation of Structural Models
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Other versions of this item:
- Che‐Lin Su & Kenneth L. Judd, 2012. "Constrained Optimization Approaches to Estimation of Structural Models," Econometrica, Econometric Society, vol. 80(5), pages 2213-2230, September.
References listed on IDEAS
- Border, Kim C, 1991. "Implementation of Reduced Form Auctions: A Geometric Approach," Econometrica, Econometric Society, vol. 59(4), pages 1175-1187, July.
- Alexey Malakhov & Rakesh V. Vohra, 2004. "Single and Multi-Dimensional Optimal Auctions - A Network Approach," Discussion Papers 1397, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Armstrong, Mark, 1996. "Multiproduct Nonlinear Pricing," Econometrica, Econometric Society, vol. 64(1), pages 51-75, January.
- Simon Board, 2008. "Durable-Goods Monopoly with Varying Demand," Review of Economic Studies, Oxford University Press, vol. 75(2), pages 391-413.
More about this item
KeywordsConstrained Optimization; Structural Estimation; Maximum Likelihood Estimation; Games with Multiple Equilibria;
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2008-03-25 (All new papers)
- NEP-ECM-2008-03-25 (Econometrics)
- NEP-ORE-2008-03-25 (Operations Research)
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