Similar Search Results

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

Constrained optimization approaches to estimation of structural models : comment

Iskhakov, Fedor; Lee, Jinhyuk; Rust, John; Schjerning, … - 2015

Persistent link: https://www.econbiz.de/10010501993

Recursive lexicographical search : finding all Markov perfect equilibria of finite state directional dynamic games

Iskhakov, Fedor; Rust, John; Schjerning, Bertel - 2014

Persistent link: https://www.econbiz.de/10010387924

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