Parcourir Faculté des arts et des sciences – Département de sciences économiques par sujet "Nested pseudo-likelihood"

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  • Imposing equilibrium restrictions in the estimation of dynamic discrete games 

    Aguirregabiria, Victor; Marcoux, Mathieu (Université de Montréal. Département de sciences économiques., 2019-09)
    Imposing equilibrium restrictions provides substantial gains in the estimation of dynamic discrete games. Estimation algorithms imposing these restrictions – MPEC, NFXP, NPL, and variations – have different merits and limitations. MPEC guarantees local ...