Pseudo Maximum Likelihood Estimation of Structural Models Involving Fixed-Point Problems

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 procedure and studies its asymptotic properties.

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Year of publication:	2004-02-05
Authors:	Aguirregabiria, Victor
Institutions:	EconWPA

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Extent:	application/pdf
Series:	Econometrics.
Type of publication:	Book / Working Paper
Notes:	Type of Document - pdf; prepared on Scientific Word; pages: 4; figures: 0 4 pages
Classification:	C13 - Estimation ; C63 - Computational Techniques
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005556383