This paper proposes several statistical tests for finite state Markov games to ex- amine whether data from distinct markets can be pooled. We formulate homo- geneity tests of (i) the conditional choice and state transition probabilities, (ii) the steady-state distribution, and (iii) the...

When modeling the behavior of firms, marketers and micro-economists routinely confront complex problems of strategic interaction. In competitive environments, firms make strategic decisions that not only depend on the features of the market, but also on their beliefs regarding the reactions of...