Comment on "Constrained Optimization Approaches to Estimation of Structural Models"

DOI10.3982/ECTA12605zbMath1410.62203OpenAlexW2341497369WikidataQ57258747 ScholiaQ57258747MaRDI QIDQ4613393

Jinhyuk Lee, Kyoungwon Seo, Fedor Iskhakov, John Rust, Bertel Schjerning

Publication date: 31 January 2019

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3982/ecta12605

zbMATH Keywords

successive approximationsMPECdynamic discrete choicestructural estimationNewton-Kantorovich algorithmNFXP

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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