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Constrained Optimization Approaches to Estimation of Structural Models: Comment
Iskhakov, Fedor; Lee, Jinhyuk; Rust, John; Schjerning, … - Økonomisk Institut, Københavns Universitet - 2015
We revisit the comparison of mathematical programming with equilibrium constraints (MPEC) and nested fixed point (NFXP) algorithms for estimating structural dynamic models by Su and Judd (SJ, 2012). They used an inefficient version of the nested fixed point algorithm that relies on successive...
Persistent link: https://www.econbiz.de/10011265727
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Comment on "Constrained optimization approaches to estimation of structural models"
Iskhakov, Fedor; Lee, Jinhyuk; Rust, John; Schjerning, … - In: Econometrica : journal of the Econometric Society, an … 84 (2016) 1, pp. 365-370
Persistent link: https://www.econbiz.de/10011552255
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Constrained optimization approaches to estimation of structural models : comment
Iskhakov, Fedor; Lee, Jinhyuk; Rust, John; Schjerning, … - 2015
Persistent link: https://www.econbiz.de/10010501993
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Constrained Optimization Approaches to Estimation of Structural Models : Comment
Iskhakov, Fedor - 2015
We revisit the comparison of mathematical programming with equilibrium constraints (MPEC) and nested fixed point (NFXP) algorithms for estimating structural dynamic models by Su and Judd (SJ, 2012). They used an inefficient version of the nested fixed point algorithm that relies on successive...
Persistent link: https://www.econbiz.de/10013025765