In this dissertation, I develop methods for Bayesian inference in dynamic discrete choice models (DDCMs.) Chapter 1 proposes a reliable method for Bayesian estimation of DDCMs with serially correlated unobserved state variables. Inference in these models involves computing high-dimensional...

This paper studies a dynamic adjustment process in a large society of forward-looking agents where payoffs are given by a normal form supermodular game. The stationary states of the dynamics correspond to the Nash equilibria of the stage game. It is shown that if the stage game has a monotone...