A HYBRID GENETIC ALGORITHM FOR THE MAXIMUM LIKELIHOOD ESTIMATION OF MODELS WITH MULTIPLE EQUILIBRIA: A FIRST REPORT

DOI10.1142/S1793005705000160zbMath1067.62118OpenAlexW2146461683MaRDI QIDQ5312639

Pedro Mira, Victor Aguirregabiria

Publication date: 1 September 2005

Published in: New Mathematics and Natural Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s1793005705000160

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Approximation methods and heuristics in mathematical programming (90C59)

Related Items (2)

Identification and estimation of incomplete information games with multiple equilibria ⋮ Identification and estimation of games with incomplete information using excluded regressors

Cites Work

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• Empirical models of discrete games
• Pseudo maximum likelihood estimation of structural models involving fixed-point problems
• Discrete Choice with Social Interactions
• Incomplete Simultaneous Discrete Response Model with Multiple Equilibria
• Swapping the Nested Fixed Point Algorithm: A Class of Estimators for Discrete Markov Decision Models
• Specification search in nonlinear time-series models using the genetic algorithm.

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