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

  • Published:2004-09 Issue:3 Volume:84 Page:335-340
  • ISSN:0165-1765
  • Container-title:Economics Letters
  • language:en
  • Short-container-title:Economics Letters

Author:

Aguirregabiria Victor

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference7 articles.

1. Swapping the nested fixed point algorithm: a class of estimators for Markov decision models;Aguirregabiria;Econometrica,2002

2. Aguirregabiria, V., Mira, P., 2003. Sequential estimation of dynamic discrete games, Manuscript, Department of Economics, Boston University.

3. Discrete choice with social interactions;Brock;Review of Economics Studies,2001

4. Statistics and Econometric Models;Gourieroux,1995

5. Optimal nonparametric estimation of first-price auctions;Guerre;Econometrica,2000

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1. On the Iterated Estimation of Dynamic Discrete Choice Games;The Review of Economic Studies;2020-06-25

2. STRUCTURAL ESTIMATION WITH WORK START TIME CHOICE MODEL FOR EVALUATION OF TDM POLICY;Journal of Japan Society of Civil Engineers, Ser. D3 (Infrastructure Planning and Management);2020

3. Pseudo maximum likelihood estimation and asymptotic results of the GARCH (1, 2) Model under dependent innovations;Communications in Statistics - Simulation and Computation;2019-02-09

4. The ARCH(2) model: Pseudo-maximum estimation and asymptotic results under dependent innovations;Communications in Statistics - Theory and Methods;2017-10-11

5. Pseudo maximum likelihood estimation of the univariate GARCH (2,2) and asymptotic normality under dependent innovations;Communications in Statistics - Theory and Methods;2017-08-14
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