Introduces the SLC algorithm for structural models with equilibrium constraints, claiming near-quadratic convergence for MLE/GMM and faster performance than NFXP without explicit Jacobian computation, shown in two numerical experiments.
arXiv preprint arXiv:2503.23792 , year=
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Sequential algorithm for structural estimations with equilibrium constraints
Introduces the SLC algorithm for structural models with equilibrium constraints, claiming near-quadratic convergence for MLE/GMM and faster performance than NFXP without explicit Jacobian computation, shown in two numerical experiments.