FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W1992133696> ?p ?o ?g. }

• W1992133696 endingPage "106" @default.
• W1992133696 startingPage "92" @default.
• W1992133696 abstract "This paper analyzes the higher-order properties of the estimators based on the nested pseudo-likelihood (NPL) algorithm and the practical implementation of such estimators for parametric discrete Markov decision models. We derive the rate at which the NPL algorithm converges to the MLE and provide a theoretical explanation for the simulation results in Aguirregabiria and Mira [Aguirregabiria, V., Mira, P., 2002. Swapping the nested fixed point algorithm: A class of estimators for discrete Markov decision models. Econometrica 70, 1519–1543], in which iterating the NPL algorithm improves the accuracy of the estimator. We then propose a new NPL algorithm that can achieve quadratic convergence without fully solving the fixed point problem in every iteration and apply our estimation procedure to a finite mixture model. We also develop one-step NPL bootstrap procedures for discrete Markov decision models. The Monte Carlo simulation evidence based on a machine replacement model of Rust [Rust, J., 1987. Optimal replacement of GMC bus engines: An empirical model of Harold Zurcher. Econometrica 55, 999–1033] shows that the proposed one-step bootstrap test statistics and confidence intervals improve upon the first order asymptotics even with a relatively small number of iterations." @default.
• W1992133696 created "2016-06-24" @default.
• W1992133696 creator A5056683187 @default.
• W1992133696 creator A5062503131 @default.
• W1992133696 date "2008-09-01" @default.
• W1992133696 modified "2023-09-25" @default.
• W1992133696 title "Pseudo-likelihood estimation and bootstrap inference for structural discrete Markov decision models" @default.
• W1992133696 cites W1508268337 @default.
• W1992133696 cites W1524366261 @default.
• W1992133696 cites W1533808338 @default.
• W1992133696 cites W1586127866 @default.
• W1992133696 cites W1983391694 @default.
• W1992133696 cites W1984454144 @default.
• W1992133696 cites W1984509612 @default.
• W1992133696 cites W1986953037 @default.
• W1992133696 cites W1996046340 @default.
• W1992133696 cites W2003838343 @default.
• W1992133696 cites W2007574424 @default.
• W1992133696 cites W2018998177 @default.
• W1992133696 cites W2030393394 @default.
• W1992133696 cites W2031825982 @default.
• W1992133696 cites W2040988375 @default.
• W1992133696 cites W2050213751 @default.
• W1992133696 cites W2050338584 @default.
• W1992133696 cites W2059183841 @default.
• W1992133696 cites W2059923329 @default.
• W1992133696 cites W2064344477 @default.
• W1992133696 cites W2064387117 @default.
• W1992133696 cites W2066484268 @default.
• W1992133696 cites W2067082882 @default.
• W1992133696 cites W2090854863 @default.
• W1992133696 cites W2096823763 @default.
• W1992133696 cites W2103560305 @default.
• W1992133696 cites W2109216286 @default.
• W1992133696 cites W2119515682 @default.
• W1992133696 cites W2120518283 @default.
• W1992133696 cites W2127503409 @default.
• W1992133696 cites W2158933431 @default.
• W1992133696 cites W2269138099 @default.
• W1992133696 cites W2793317277 @default.
• W1992133696 cites W3023432200 @default.
• W1992133696 cites W3122476699 @default.
• W1992133696 cites W3124294703 @default.
• W1992133696 cites W3125685619 @default.
• W1992133696 doi "https://doi.org/10.1016/j.jeconom.2008.07.004" @default.
• W1992133696 hasPublicationYear "2008" @default.
• W1992133696 type Work @default.
• W1992133696 sameAs 1992133696 @default.
• W1992133696 citedByCount "37" @default.
• W1992133696 countsByYear W19921336962012 @default.
• W1992133696 countsByYear W19921336962013 @default.
• W1992133696 countsByYear W19921336962014 @default.
• W1992133696 countsByYear W19921336962016 @default.
• W1992133696 countsByYear W19921336962017 @default.
• W1992133696 countsByYear W19921336962018 @default.
• W1992133696 countsByYear W19921336962019 @default.
• W1992133696 countsByYear W19921336962020 @default.
• W1992133696 countsByYear W19921336962021 @default.
• W1992133696 countsByYear W19921336962023 @default.
• W1992133696 crossrefType "journal-article" @default.
• W1992133696 hasAuthorship W1992133696A5056683187 @default.
• W1992133696 hasAuthorship W1992133696A5062503131 @default.
• W1992133696 hasConcept C105795698 @default.
• W1992133696 hasConcept C11413529 @default.
• W1992133696 hasConcept C126255220 @default.
• W1992133696 hasConcept C154945302 @default.
• W1992133696 hasConcept C185429906 @default.
• W1992133696 hasConcept C2776214188 @default.
• W1992133696 hasConcept C28826006 @default.
• W1992133696 hasConcept C33923547 @default.
• W1992133696 hasConcept C41008148 @default.
• W1992133696 hasConcept C98763669 @default.
• W1992133696 hasConceptScore W1992133696C105795698 @default.
• W1992133696 hasConceptScore W1992133696C11413529 @default.
• W1992133696 hasConceptScore W1992133696C126255220 @default.
• W1992133696 hasConceptScore W1992133696C154945302 @default.
• W1992133696 hasConceptScore W1992133696C185429906 @default.
• W1992133696 hasConceptScore W1992133696C2776214188 @default.
• W1992133696 hasConceptScore W1992133696C28826006 @default.
• W1992133696 hasConceptScore W1992133696C33923547 @default.
• W1992133696 hasConceptScore W1992133696C41008148 @default.
• W1992133696 hasConceptScore W1992133696C98763669 @default.
• W1992133696 hasIssue "1" @default.
• W1992133696 hasLocation W19921336961 @default.
• W1992133696 hasOpenAccess W1992133696 @default.
• W1992133696 hasPrimaryLocation W19921336961 @default.
• W1992133696 hasRelatedWork W1576925720 @default.
• W1992133696 hasRelatedWork W1968312637 @default.
• W1992133696 hasRelatedWork W2012592624 @default.
• W1992133696 hasRelatedWork W2014444284 @default.
• W1992133696 hasRelatedWork W2036941770 @default.
• W1992133696 hasRelatedWork W2091694970 @default.
• W1992133696 hasRelatedWork W2152704622 @default.
• W1992133696 hasRelatedWork W4248699874 @default.
• W1992133696 hasRelatedWork W4292295282 @default.
• W1992133696 hasRelatedWork W2092106245 @default.
• W1992133696 hasVolume "146" @default.
• W1992133696 isParatext "false" @default.

• next