Estimation of Structural Optimization Models : A Note on Identification

Bajari, Benkard and Levin (2007) propose an estimation methodology for a broad class of dynamic optimization problems. To carry out their procedure, one needs to select a set of alternative policy functions and compare the implied expected payoffs with that from the data. We show that this can generally lead to objective functions that are not capable of consistently estimating an identified model

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Year of publication:	2010
Authors:	Srisuma, Sorawoot
Publisher:	[S.l.] : SSRN
Subject:	Schätztheorie \| Estimation theory

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Extent:	1 Online-Ressource (7 p)
Series:	LSE STICERD Research Paper ; No. EM/2010/547
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 31, 2010 erstellt
Other identifiers:	10.2139/ssrn.1654338 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10014192734