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  • Search: subject:"maximum pseudo-likelihood estimators"
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Year of publication
Subject
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Newton-Raphson method 5 k-step bootstrap 5 maximum pseudo-likelihood estimators 5 nested fixed point algorithm 5 policy iteration 5 Edgeworth expansion 3
Online availability
All
Free 4
Type of publication
All
Book / Working Paper 4 Other 1
Type of publication (narrower categories)
All
Working Paper 2
Language
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English 3 Undetermined 2
Author
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Shimotsu, Katsumi 5 Kasahara, Hiroyuki 4 Kasahara, Hiroyuko 1
Institution
All
Economics Department, Queen's University 1 University of Western Ontario, Department of Economics 1
Published in...
All
Queen's Economics Department Working Paper 1 Research Report 1 UWO Department of Economics Working Papers 1 Working Papers / Economics Department, Queen's University 1
Source
All
EconStor 2 RePEc 2 BASE 1
Showing 1 - 5 of 5
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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/10010292031
Saved in:
Cover Image
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
Saved in:
Cover Image
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
Saved in:
Cover Image
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
Saved in:
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
Saved in:
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