On the Iterated Estimation of Dynamic Discrete Choice Games

Keyphrases

• Arbitrary Patterns 9%
• Asymptotic Distribution 18%
• Asymptotic Properties 9%
• Asymptotic Variance 9%
• Asymptotically Normal 18%
• Class of Estimators 9%
• Criterion Function 18%
• Dynamic Discrete Choice Models 100%
• Efficiency Gain 9%
• First-order Asymptotics 9%
• First-order Efficiency 9%
• Invariance Result 9%
• K(I) 9%
• Minimum Distance Criterion 9%
• Minimum Distance Estimator 100%
• Optimal Sequence 9%
• Policy Iteration 9%
• Pseudo-likelihood 9%
• Quasi-maximum Likelihood Estimation 54%
• Regular Estimator 9%
• Schmidt 18%
• Specific Weight 9%
• Weight Matrix 18%

Mathematics

• Asymptotic Distribution 33%
• Asymptotic Property 16%
• Asymptotic Variance 16%
• Criterion Function 33%
• Main Result 33%
• Maximum Likelihood Estimator 100%
• Structural Parameter 16%
• Weight Matrix 33%