Srisuma, Sorawoot - In: Quantitative economics : QE ; journal of the … 4 (2013) 3, pp. 549-583
We develop a minimum distance estimator for dynamic games of incomplete information. We take a two-step approach, following Hotz and Miller (1993), based on the pseudo-model that does not solve the dynamic equilibrium so as to circumvent the potential indeterminacy issues associated with...