maximum-likelihood estimation exercise as a constrained optimization problem that can be solved using state …-of-the-art constrained optimization solvers. Under the assumption that only one equilibrium is played in the data, our approach avoids … Monte Carlo experiments to investigate the numerical performance and finite-sample properties of the constrained …

maximum-likelihood estimation exercise as a constrained optimization problem that can be solved using state …-of-the-art constrained optimization solvers. Under the assumption that only one equilibrium is played in the data, our approach avoids … Monte Carlo experiments to investigate the numerical performance and finite-sample properties of the constrained …