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  • Search: subject:"fixed point algorithm"
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Year of publication
Subject
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nested fixed point algorithm 8 Algorithm 6 Algorithmus 6 Mathematical programming 5 Mathematische Optimierung 5 Newton-Raphson method 5 k-step bootstrap 5 maximum pseudo-likelihood estimators 5 policy iteration 5 Bellman equation 3 Edgeworth expansion 3 Euler equation 3 Life-cycle model 3 Präferenztheorie 3 Theory of preferences 3 discrete and continuous choice 3 endogenous grid-point method 3 extreme value taste shocks 3 retirement choice 3 smoothed max function 3 structural estimation 3 Altersgrenze 2 Decision theory 2 Deferred acceptance algorithm 2 Discrete choice 2 Diskrete Entscheidung 2 Dynamic programming 2 Dynamische Optimierung 2 Entscheidungstheorie 2 Estimation 2 Estimation theory 2 Externalities 2 Many-to-one matching market 2 Matching 2 Nested fixed-point algorithm 2 Retirement 2 Schock 2 Schätztheorie 2 Schätzung 2 Search theory 2
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Online availability
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Free 7 Undetermined 6
Type of publication
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Article 9 Book / Working Paper 5 Other 1
Type of publication (narrower categories)
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Article in journal 7 Aufsatz in Zeitschrift 7 Working Paper 2 Article 1
Language
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English 11 Undetermined 4
Author
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Shimotsu, Katsumi 5 Kasahara, Hiroyuki 4 Iskhakov, Fedor 3 Rust, John 3 Schjerning, Bertel 3 Bando, Keisuke 2 Jørgensen, Thomas H. 2 Dong, Baiyu 1 Eve, Gabriel 1 Fan, Yanqin 1 Friesz, Terry L. 1 Han, Ke 1 Hsieh, Yu-Wei 1 Jørgensen, Thomas Høgholm 1 Kalbfleisch, John D. 1 Kasahara, Hiroyuko 1 Lee, Jinhyuk 1 Seo, Kyoungwon 1 Song, Peter X.-K. 1 Yang, Nan 1 Zhang, Xing 1
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Institution
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Economics Department, Queen's University 1 University of Western Ontario, Department of Economics 1 Vanderbilt University Department of Economics 1
Published in...
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Quantitative economics : QE ; journal of the Econometric Society 2 Computational economics 1 Economics letters 1 Journal of Mathematical Economics 1 Journal of mathematical economics 1 Marketing science 1 Networks and spatial economics : a journal of infrastructure modeling and computation 1 Quantitative Economics 1 Queen's Economics Department Working Paper 1 Research Report 1 UWO Department of Economics Working Papers 1 Vanderbilt University Department of Economics Working Papers 1 Working Papers / Economics Department, Queen's University 1
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Source
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ECONIS (ZBW) 7 RePEc 4 EconStor 3 BASE 1
Showing 11 - 15 of 15
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Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models
Kasahara, Hiroyuki; Shimotsu, Katsumi - 2006
This paper analyzes the higher-order properties of nested pseudo-likelihood (NPL) estimators and their practical implementation for parametric discrete Markov decision models in which the probability distribution is defined as a fixed point. We propose a new NPL estimator that can achieve...
Persistent link: https://www.econbiz.de/10011940681
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Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models
Kasahara, Hiroyuki; Shimotsu, Katsumi - University of Western Ontario, Department of Economics - 2006
This paper analyzes the higher-order properties of nested pseudo-likelihood (NPL) estimators and their practical implementation for parametric discrete Markov decision models in which the probability distribution is defined as a fixed point. We propose a new NPL estimator that can achieve...
Persistent link: https://www.econbiz.de/10005515517
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Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models
Kasahara, Hiroyuki; Shimotsu, Katsumi - Economics Department, Queen's University - 2006
This paper analyzes the higher-order properties of nested pseudo-likelihood (NPL) estimators and their practical implementation for parametric discrete Markov decision models in which the probability distribution is defined as a fixed point. We propose a new NPL estimator that can achieve...
Persistent link: https://www.econbiz.de/10005688568
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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
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Cover Image
Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models
Kasahara, Hiroyuko; Shimotsu, Katsumi - 2006
This paper analyzes the higher-order properties of nested pseudo-likelihood (NPL) estimators and their practical implementation for parametric discrete Markov decision models in which the probability distribution is defined as a fixed point. We propose a new NPL estimator that can achieve...
Persistent link: https://www.econbiz.de/10009447208
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