Library Header Image
LSE Research Online LSE Library Services

Estimation of structural optimization models: a note on identification

Srisuma, Sorawoot (2010) Estimation of structural optimization models: a note on identification. Econometrics (EM/2010/547). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

PDF - Published Version
Download (155kB) | Preview


Bajari, Benkard and Levin (2007) propose an estimation methodology for a broad class of dynamic optimization problems. To carry out their procedure, one needs to select a set of alternative policy functions and compare the implied expected payoffs with that from the data. We show that this can generally lead to objective functions that are not capable of consistently estimating an identified model.

Item Type: Monograph (Report)
Official URL:
Additional Information: © 2010 The Author
Divisions: STICERD
Subjects: H Social Sciences > HB Economic Theory
Date Deposited: 22 Jul 2014 08:38
Last Modified: 16 Sep 2021 23:14

Actions (login required)

View Item View Item


Downloads per month over past year

View more statistics