Sequential Estimation of Structural Models with a Fixed Point Constraint

Hiroyuki Kasahara, 博幸 笠原, Katsumi Shimotsu and 克己 下津

No 2009-18, Discussion Papers from Graduate School of Economics, Hitotsubashi University

Keywords: contraction; dynamic games; nested pseudo likelihood; recursive projection method (search for similar items in EconPapers)
JEL-codes: C13 C14 C63 (search for similar items in EconPapers)
Pages: 29 pages
Date: 2009-11
New Economics Papers: this item is included in nep-ecm
References: View complete reference list from CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
https://hermes-ir.lib.hit-u.ac.jp/hermes/ir/re/17765/070econDP09-18.pdf

Related works:
Journal Article: Sequential Estimation of Structural Models With a Fixed Point Constraint (2012)
Working Paper: Sequential Estimation of Structural Models with a Fixed Point Constraint (2008)
Working Paper: Sequential Estimation Of Structural Models With A Fixed Point Constraint (2008)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hit:econdp:2009-18

Access Statistics for this paper

More papers in Discussion Papers from Graduate School of Economics, Hitotsubashi University Contact information at EDIRC.
Bibliographic data for series maintained by Digital Resources Section, Hitotsubashi University Library ().