Search Results - subject:"Fixed-point algorithm"

Implementing maximum likelihood estimation of empirical matching models : MPEC versus NFXP

Dong, Baiyu; Hsieh, Yu-Wei; Zhang, Xing - In: Computational economics 59 (2022) 1, pp. 71-102

Persistent link: https://www.econbiz.de/10013168922

Computing dynamic user equilibria on large-scale networks with software implementation

Han, Ke; Eve, Gabriel; Friesz, Terry L. - In: Networks and spatial economics : a journal of … 19 (2019) 3, pp. 869-902

Persistent link: https://www.econbiz.de/10012220096

An empirically tractable dynamic oligopoly model : application to store entry and exit in Dutch grocery retail

Yang, Nan - In: Marketing science 37 (2018) 6, pp. 1029-1049

Persistent link: https://www.econbiz.de/10011966242

The endogenous grid method for discrete-continuous dynamic choice models with (or without) taste shocks

Iskhakov, Fedor; Jørgensen, Thomas Høgholm; Rust, John; … - In: Quantitative Economics 8 (2017) 2, pp. 317-365

We present a fast and accurate computational method for solving and estimating a class of dynamic programming models with discrete and continuous choice variables. The solution method we develop for structural estimation extends the en- dogenous grid-point method (EGM) to discrete-continuous...

Persistent link: https://www.econbiz.de/10011995491

The endogenous grid method for discrete-continuous dynamic choice models with (or without) taste shocks

Iskhakov, Fedor; Jørgensen, Thomas H.; Rust, John; … - In: Quantitative economics : QE ; journal of the … 8 (2017) 2, pp. 317-365

Persistent link: https://www.econbiz.de/10011801539

Revisiting the nested fixed-point algorithm in BLP random coefficients demand estimation

Lee, Jinhyuk; Seo, Kyoungwon - In: Economics letters 149 (2016), pp. 67-70

Persistent link: https://www.econbiz.de/10011620107

The endogenous grid method for discrete-continuous dynamic choice models with (or without) taste shocks

Iskhakov, Fedor; Jørgensen, Thomas H.; Rust, John; … - In: Quantitative economics : QE ; journal of the … 8 (2017) 2, pp. 317-365

Persistent link: https://www.econbiz.de/10011804848

Maximization by Parts in Likelihood Inference

Song, Peter X.-K.; Fan, Yanqin; Kalbfleisch, John D. - Vanderbilt University Department of Economics - 2003

is used to update estimates from the first. Convergence properties of this fixed point algorithm are examined and …

Persistent link: https://www.econbiz.de/10005595915

A modified deferred acceptance algorithm for many-to-one matching markets with externalities among firms

Bando, Keisuke - In: Journal of Mathematical Economics 52 (2014) C, pp. 173-181

algorithm finds a worker-optimal quasi stable matching. We also show that this algorithm can be generalized into a fixed point … algorithm. …

Persistent link: https://www.econbiz.de/10011065470

A modified deferred acceptance algorithm for many-to-one matching markets with externalities among firms

Bando, Keisuke - In: Journal of mathematical economics 52 (2014), pp. 173-181

Persistent link: https://www.econbiz.de/10010495141