Sequential Estimation of Structural Models With a Fixed Point Constraint

DOI10.3982/ECTA8291zbMath1274.62220OpenAlexW2131617662MaRDI QIDQ2859534

Hiroyuki Kasahara, Katsumi Shimotsu

Publication date: 8 November 2013

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3982/ecta8291

zbMATH Keywords

contractionrecursive projection methodnested pseudo likelihood

Mathematics Subject Classification ID

Point estimation (62F10) Parametric inference under constraints (62F30) Dynamic games (91A25)

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