Bugni, Federico A.; Bunting, Jackson - 2018
function, our estimator becomes the K- ML estimator in Aguirregabiria and Mira (2002, 2007). By considering a "minimum distance …" criterion function, it defines a new K-MD estimator, which is an iterative version of the estimators in Pesendorfer and Schmidt …-Dengler (2008) and Pakes et al. (2007). First, we establish that the K-ML estimator is consistent and asymptotically normal for any …