Pairwise-Difference Estimation of a Dynamic Optimization Model

DOI10.1111/J.1467-937X.2009.00576.XzbMath1297.62249OpenAlexW2031409946MaRDI QIDQ3406046

Matthew Shum, Han Hong

Publication date: 12 February 2010

Published in: Review of Economic Studies (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-937x.2009.00576.x

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric estimation (62G05)

Related Items (7)

A simple estimator for dynamic models with serially correlated unobservables ⋮ Joint analysis of the discount factor and payoff parameters in dynamic discrete choice models ⋮ A fast resample method for parametric and semiparametric models ⋮ Pairwise-difference estimation of incomplete information games ⋮ Nonparametric identification of dynamic models with unobserved state variables ⋮ Semiparametric estimation of dynamic discrete choice models ⋮ Extremum estimation and numerical derivatives

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