Pseudo-likelihood estimation and bootstrap inference for structural discrete Markov decision models

By Hiroyuki Kasahara, Katsumi Shimotsu. 2008

52 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Marketing, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/e65250634fd1b6357e3b58c85d0131604d2759f4

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Hiroyuki Kasahara
2. Katsumi Shimotsu
3. Peter C. B. Phillips
4. Morten Ørregaard Nielsen
5. Beverly Lapham
6. Maria Bas
7. L. Gil‐Alana
8. Guiglielmo Maria Caporale

In Marketing

1. Hiroyuki Kasahara
2. Katsumi Shimotsu
3. Beverly Lapham

In Statistics and Probability

1. Hiroyuki Kasahara
2. Katsumi Shimotsu

Citations in the corpus

• A Dynamic Oligopoly Game of the US Airline Industry: Estimation and Policy Experiments (2012, unknown): “This estimator has lower asymptotic variance and fi nite sample bias than the two step estimator (see Aguirregabiria and Mira, 2007, and Kasahara and Shimotsu, 2008).”
• Sequential Estimation of Structural Models with a Fixed Point Constraint (2008, unknown): “2002; Kasahara and Shimotsu, 2008a ), the operator dened by the best response function of a game (e.g., Aguirregabiria and Mira, 2007; Pakes, Ostrovsky and Berry, 2007; Pesendorfer”
• Nonparametric Identification of Finite Mixture Models of Dynamic Discrete Choices (2009, methodology): “…(1993), computationally attractive semiparametric estimators for structural dynamic models have been developed (Aguirregabiria and Mira (2002), Kasahara and Shimotsu (2008a)), and a number of papers in empirical industrial organization have proposed two-/multistep estimators for dynamic games…”