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Dynamic discrete-choice games of incomplete information
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constrained optimization
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maximum-likelihood estimator
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nested pseudo-likelihood estimator
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Discrete choice
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Diskrete Entscheidung
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Estimation theory
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Egesdal, Michael
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Lai, Zhenyu
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Su, Che-Lin
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Quantitative economics : QE ; journal of the Econometric Society
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Estimating dynamic discrete-choice games of incomplete information
Egesdal, Michael
;
Lai, Zhenyu
;
Su, Che-Lin
- In:
Quantitative Economics
6
(
2015
)
3
,
pp. 567-597
nested
pseudo-likelihood
estimator
, implemented by both the nested pseudo-likelihood algorithm and a modified nested pseudo …
Persistent link: https://www.econbiz.de/10011599685
Saved in:
2
Estimating dynamic discrete-choice games of incomplete information
Egesdal, Michael
;
Lai, Zhenyu
;
Su, Che-Lin
- In:
Quantitative economics : QE ; journal of the …
6
(
2015
)
3
,
pp. 567-597
nested
pseudo-likelihood
estimator
, implemented by both the nested pseudo-likelihood algorithm and a modified nested pseudo …
Persistent link: https://www.econbiz.de/10011757746
Saved in:
3
Estimating dynamic discrete-choice games of incomplete information
Egesdal, Michael
;
Lai, Zhenyu
;
Su, Che-Lin
- In:
Quantitative economics : QE ; journal of the …
6
(
2015
)
3
,
pp. 567-597
Persistent link: https://www.econbiz.de/10011440569
Saved in:
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