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Identification and counterfactuals in dynamic models of market entry and exit

Aguirregabiria, Victor; Suzuki, Junichi - In: Quantitative marketing and economics : QME 12 (2014) 3, pp. 267-304

Persistent link: https://www.econbiz.de/10010407785

Identification of average marginal effects in fixed effects dynamic discrete choice models

Aguirregabiria, Victor; Carro, Jesus - 2021

Persistent link: https://www.econbiz.de/10012586378

Dynamic games in empirical industrial organization

Aguirregabiria, Victor; Collard-Wexler, Allan; Ryan, Stephen - 2021

Persistent link: https://www.econbiz.de/10012617685

Sufficient statistics for unobserved heterogeneity in structural dynamic logit models

Aguirregabiria, Victor; Gu, Jiaying; Luo, Yao - In: Journal of econometrics 223 (2021) 2, pp. 280-311

Persistent link: https://www.econbiz.de/10012619972

Firms' beliefs and learning : models, identification, and empirical evidence

Aguirregabiria, Victor; Jeon, Jihye - In: Review of industrial organization 56 (2020) 2, pp. 203-235

Persistent link: https://www.econbiz.de/10012231129

Firms' beliefs and learning: models, identification, and empirical evidence

Aguirregabiria, Victor; Jeon, Jihye - 2018

Persistent link: https://www.econbiz.de/10012003784

Firms' beliefs and learning : models, identification, and empirical evidence

Aguirregabiria, Victor; Jeon, Jihye - 2018

Persistent link: https://www.econbiz.de/10011915338

Identification and estimation of dynamic games when players' beliefs are not in equilibrium

Aguirregabiria, Victor; Magesan, Arvind - In: The review of economic studies : RES 87 (2020) 2, pp. 582-625

Persistent link: https://www.econbiz.de/10012197431

Multiplicity of Equilibria and Information Structures in Empirical Games: Challenges and Prospects

Borkovsky, Ron N.; Ellickson, Paul B.; Gordon, Brett R.; … - University of Toronto, Department of Economics - 2014

Empirical models of strategic games are central to much analysis in marketing and economics. However, two challenges in applying these models to real world data are that such models often admit multiple equilibria and that they require strong informational assumptions. The first implies that the...

Persistent link: https://www.econbiz.de/10010850117

Identification and counterfactuals in dynamic models of market entry and exit

Aguirregabiria, Victor; Suzuki, Junichi - In: Quantitative Marketing and Economics 12 (2014) 3, pp. 267-304

This paper addresses a fundamental identification problem in the structural estimation of dynamic oligopoly models of … estimated model, despite the non-separate identification of the three primitives. Third, we show that there is a general class … illustrates how ignoring the non-identification of these counterfactuals (i.e., making a ‘normalization assumption’ on some of the …

Persistent link: https://www.econbiz.de/10010959212