Semiparametric estimation of Markov decision processes with continuous state space
type: Item
instance of: scholarly article
title: Semiparametric estimation of Markov decision processes with continuous state space
zbMATH Open document ID: 1441.62875
author: Sorawoot Srisuma
author: Oliver Linton
published in: Journal of Econometrics
publication date: 2016-08-15T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 6617033
zbMATH Keywords: discrete Markov decision models
zbMATH Keywords: kernel smoothing semiparametric estimation
zbMATH Keywords: well-posed inverse problem
MaRDI profile type: Publication
full work available at URL: j.jeconom.2011.10.003
OpenAlex ID: W3023137316
cites work: Swapping the Nested Fixed Point Algorithm: A Class of Estimators for Discrete Markov Decision Models
cites work: Sequential Estimation of Dynamic Discrete Games
cites work: Dynamic discrete choice structural models: a survey
cites work: The Effect of Work Experience on Female Wages and Labour Supply
cites work: Identification and Inference for Econometric Models
cites work: Estimating Dynamic Models of Imperfect Competition
cites work: Q3241581
cites work: Stochastic optimal control. The discrete time case
cites work: Nonparametric statistics for stochastic processes. Estimation and prediction.
cites work: Estimation of Semiparametric Models when the Criterion Function Is Not Smooth
cites work: Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals
cites work: Bootstrap Methods for Markov Processes
cites work: Conditional Choice Probabilities and the Estimation of Dynamic Models
cites work: A Simulation Estimator for Dynamic Models of Discrete Choice
cites work: Q4225048
cites work: Pseudo-likelihood estimation and bootstrap inference for structural discrete Markov decision models
cites work: Linear integral equations.
cites work: Estimating Semiparametric ARCH(oo) Models by Kernel Smoothing Methods1
cites work: MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES
cites work: Cross-validation and the estimation of probability distributions with categorical data
cites work: A limit theorem for a smooth class of semiparametric estimators
cites work: Simulation and the Asymptotics of Optimization Estimators
cites work: Sequential Estimation of Dynamic Discrete Games: A Comment
cites work: Asymptotic Least Squares Estimators for Dynamic Games
cites work: Semiparametric Estimation of Index Coefficients
cites work: NONPARAMETRIC ESTIMATORS FOR TIME SERIES
cites work: Root-N-Consistent Semiparametric Regression
cites work: Remarks on Some Nonparametric Estimates of a Density Function
cites work: Nonparametric estimation in Markov processes
cites work: Nonparametric Estimation of the Transition Distribution Function of a Markov Process
cites work: Optimal Replacement of GMC Bus Engines: An Empirical Model of Harold Zurcher
cites work: Q4369442
cites work: Q4002751
cites work: Q4865051
DOI: 10.1016/J.JECONOM.2011.10.003
description: scientific article; zbMATH DE number 6617033