We have greatly benefited from the comments and suggestions of a co-editor and four anonymous referees. We are grateful to Richard W. Cottle and Harry J. Paarsch for their careful reading of this paper and detailed suggestions. We thank Steven Berry, John R. Birge, Jean-Pierre Dubé, Jeremy T. Fox, A. Ronald Gallant, Philip A. Haile, Lars P. Hansen, James J. Heckman, Günter Hitsch, Panle Jia, Sven Leyffer, Todd Munson, Jorge Nocedal, Ariel Pakes, Peter E. Rossi, John Rust, and seminar participants at various universities and conferences for helpful discussions and comments. We acknowledge financial support from the NSF under Grant SES-0631622. Su is grateful for financial support from the IBM Corporation Faculty Research Fund at the University of Chicago Booth School of Business. The AMPL and MATLAB code used in this paper are available at: http://faculty.chicagobooth.edu/che-lin.su/research/code.html.
Constrained Optimization Approaches to Estimation of Structural Models
Article first published online: 25 SEP 2012
© 2012 The Econometric Society
Volume 80, Issue 5, pages 2213–2230, September 2012
How to Cite
Su, C.-L. and Judd, K. L. (2012), Constrained Optimization Approaches to Estimation of Structural Models. Econometrica, 80: 2213–2230. doi: 10.3982/ECTA7925
- Issue published online: 25 SEP 2012
- Article first published online: 25 SEP 2012
- Manuscript received May, 2008; final revision received December, 2011.
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