Title of article
Pseudo maximum likelihood estimation of structural models involving fixed-point problems
Author/Authors
Victor Aguirregabiria، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2004
Pages
6
From page
335
To page
340
Abstract
This paper deals with the estimation of structural econometric models where the probability distribution of endogenous variables is implicitly defined as an equilibrium of a fixed-point problem. It proposes a pseudo maximum likelihood (PML) procedure and studies its asymptotic properties.
Keywords
Pseudo maximum likelihood estimation , Fixed-points , Recursive methods
Journal title
Economics Letters
Serial Year
2004
Journal title
Economics Letters
Record number
435489
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