Search Results - subject:"nested pseudo"

Binary choice with misclassification and social interactions, with an application to peer effects in attitude

Lin, Zhongjian; Hu, Yingyao - In: Journal of econometrics 238 (2024) 1, pp. 1-18

Persistent link: https://www.econbiz.de/10015073848

Nested pseudo likelihood estimation of continuous-time dynamic discrete games

Blevins, Jason R.; Kim, Minhae - In: Journal of econometrics 238 (2024) 2, pp. 1-32

Persistent link: https://www.econbiz.de/10015073885

Imposing equilibrium restrictions in the estimation of dynamic discrete games

Aguirregabiria, Victor; Marcoux, Mathieu - In: Quantitative Economics 12 (2021) 4, pp. 1223-1271

typically require the approximation of high-dimensional Jacobians. Alternatively, the Nested Pseudo-Likelihood (NPL) algorithm …

Persistent link: https://www.econbiz.de/10013189769

Imposing equilibrium restrictions in the estimation of dynamic discrete games

Aguirregabiria, Victor; Marcoux, Mathieu - In: Quantitative economics : QE ; journal of the … 12 (2021) 4, pp. 1223-1271

typically require the approximation of high-dimensional Jacobians. Alternatively, the Nested Pseudo-Likelihood (NPL) algorithm …

Persistent link: https://www.econbiz.de/10012795681

Endogeneity in discrete Bayesian games : U.S. cellphone service deployment

Lin, Zhongjian; Tang, Xun; Xiao, Mo - 2020

Persistent link: https://www.econbiz.de/10012405857

Strong convergence and dynamic economic models

Bray, Robert L. - In: Quantitative Economics 10 (2019) 1, pp. 43-65

Morton and Wecker (1977) stated that the value iteration algorithm solves a dynamic program's policy function faster than its value function when the limiting Markov chain is ergodic. I show that their proof is incomplete, and provide a new proof of this classic result. I use this result to...

Persistent link: https://www.econbiz.de/10012215366