Pseudo Maximum Likelihood Estimation of Structural Models Involving Fixed-Point Problems

Victor Aguirregabiria ()

Econometrics from EconWPA

Abstract: This paper deals with the estimation of structural econometric models where the probability distribution of endogenous variables is implicitly defined as an equilibrium of a fixed-point problem. It proposes a pseudo maximum likelihood procedure and studies its asymptotic properties.

JEL-codes: C13 C63 (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-ecm
Date: Written
Note: Type of Document - pdf; prepared on Scientific Word; pages: 4; figures: 0
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http://129.3.20.41/eps/em/papers/0402/0402003.pdf (application/pdf)

Related works:
Journal Article: Pseudo maximum likelihood estimation of structural models involving fixed-point problems (2004)
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Persistent link: http://EconPapers.repec.org/RePEc:wpa:wuwpem:0402003

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