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

Victor Aguirregabiria ()

Econometrics from University Library of Munich, Germany

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)
Pages: 4 pages
Date: 2004-02-05
New Economics Papers: this item is included in nep-ecm
Note: Type of Document - pdf; prepared on Scientific Word; pages: 4; figures: 0
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (10)

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https://econwpa.ub.uni-muenchen.de/econ-wp/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: https://EconPapers.repec.org/RePEc:wpa:wuwpem:0402003

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