Comment on "Constrained optimization approaches to estimation of structural models"
Year of publication: |
January 2016
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Authors: | Iskhakov, Fedor ; Lee, Jinhyuk ; Rust, John ; Schjerning, Bertel ; Seo, Kyoungwon |
Other Persons: | Su, Che-Lin (contributor) ; Judd, Kenneth L. (contributor) |
Published in: |
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 84.2016, 1, p. 365-370
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Subject: | Structural estimation | dynamic discrete choice | NFXP | MPEC | succes-sive approximations | Newton-Kantorovich algorithm | Diskrete Entscheidung | Discrete choice | Schätztheorie | Estimation theory | Mathematische Optimierung | Mathematical programming | Strukturgleichungsmodell | Structural equation model | Dynamische Optimierung | Dynamic programming | Algorithmus | Algorithm |
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