Before revision:  By considering a "maximum likelihood" criterion function, our estimator becomes the K-ML estimator in Aguirregabiria and Mira (  2007) . By considering a "minimum distance" criterion function, it defines a new K-MD estimator, which is an iterative version of the estimators in Pesendorfer and Schmidt-Dengler (2008) .
After revision:  By considering a "maximum likelihood" criterion function, our estimator becomes the K-ML estimator in Aguirregabiria and Mira ( 2007) , Pesendorfer and Schmidt-Dengler (2008) .