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  • Search: subject:"Mathematical Programming with Equilibrium Constraints (MPEC)"
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Mathematical Programming with Equilibrium Constraints (MPEC) 3 Misclassification models 2 Nonparametric estimation 2 Continuous choice 1 Endogenous Grid Method (EGM) 1 Estimation theory 1 Mathematical programming 1 Mathematische Optimierung 1 Nichtparametrisches Verfahren 1 Nonparametric statistics 1 Schätztheorie 1 Structural estimation 1
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Article 3
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Article in journal 1 Aufsatz in Zeitschrift 1
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Undetermined 2 English 1
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Lu, Ruichang 2 Luo, Yao 2 Xiao, Ruli 2 Jørgensen, Thomas H. 1
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Economics Letters 2 Economics letters 1
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RePEc 2 ECONIS (ZBW) 1
Showing 1 - 3 of 3
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An MPEC estimator for misclassification models
Lu, Ruichang; Luo, Yao; Xiao, Ruli - In: Economics Letters 125 (2014) 2, pp. 195-199
In this paper, we propose a constrained maximum likelihood estimator for misclassification models, by formulating the estimation as an MPEC (Mathematical Programming with Equilibrium Constraints) problem. Our approach improves the numerical accuracy and avoids the singularity problem. Monte...
Persistent link: https://www.econbiz.de/10011076543
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Cover Image
An MPEC estimator for misclassification models
Lu, Ruichang; Luo, Yao; Xiao, Ruli - In: Economics letters 125 (2014) 2, pp. 195-199
Persistent link: https://www.econbiz.de/10010505396
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Structural estimation of continuous choice models: Evaluating the EGM and MPEC
Jørgensen, Thomas H. - In: Economics Letters 119 (2013) 3, pp. 287-290
models: The Endogenous Grid Method (EGM) and Mathematical Programming with Equilibrium Constraints (MPEC). Monte Carlo …
Persistent link: https://www.econbiz.de/10011041631
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