Pseudo Maximum Likelihood Estimation of Structural Models Involving Fixed-Point Problems
This paper deals with the estimation of structural econometric models where the probability distribution of endogenous variables is implicitly defined as an equilibrium of a fixed-point problem. It proposes a pseudo maximum likelihood procedure and studies its asymptotic properties.
|Date of creation:||05 Feb 2004|
|Date of revision:|
|Note:||Type of Document - pdf; prepared on Scientific Word; pages: 4; figures: 0|
|Contact details of provider:|| Web page: http://220.127.116.11 |
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