This paper deals with the identification and estimation of dynamic games when players' beliefs about other players … variable (i.e., the variable involved in the exclusion restriction), is sufficient for nonparametric point-identification of … identification of beliefs and payoffs in our application are the following: (a) the previous year's network of stores of the …

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 …

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 …

This paper studies the identification of structural parameters in dynamic games when we replace the assumption of … Markov Perfect Equilibrium (MPE) with weaker conditions such as rational behavior and rationalizability. The identification … of players' time discount factors is of especial interest. I present identification results for a simple two …

This paper deals with identification in Markov dynamic discrete decision processes. It shows the nonparametric … identification of the behavioral responses to counterfactual policy interventions that modify the one- period utility function. …

This paper studies the identification power of rationalizability in a simple dynamic discrete game model. The paper … in empirical applications of dynamic games is Markov Perfect Equilibrium (MPE). I study the identification of structural … identification results for a simple dynamic game of market entry-exit with two players. Under the assumption of level-2 …