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Sequential estimation of structural models with a fixed point constraint
Kasahara, Hiroyuki (contributor);  … - 2008
This paper considers the estimation problem of structural models for which empirical restrictions are characterized by a fixed point constraint, such as structural dynamic discrete choice models or models of dynamic games. We analyze the conditions under which the nested pseudo-likelihood (NPL)...
Persistent link: https://www.econbiz.de/10003782944
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Sequential estimation of structural models with a fixed point constraint
Kasahara, Hiroyuki; Shimotsu, Katsumi - 2008
This paper considers the estimation problem of structural models for which empirical restrictions are characterized by a fixed point constraint, such as structural dynamic discrete choice models or models of dynamic games. We analyze the conditions under which the nested pseudo-likelihood (NPL)...
Persistent link: https://www.econbiz.de/10003805996
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Sequential estimation of structural models with a fixed point constraint
Kasahara, Hiroyuki; Shimotsu, Katsumi - 2009
Persistent link: https://www.econbiz.de/10003941921
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Conditional choice probability estimation of dynamic discrete choice models with unobserved heterogeneity
Arcidiacono, Peter; Miller, Robert Allen - In: Econometrica : journal of the Econometric Society, an … 79 (2011) 6, pp. 1823-1867
Persistent link: https://www.econbiz.de/10009425120
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Sequential estimation of structural models with a fixed point constraint
Kasahara, Hiroyuki; Shimotsu, Katsumi - In: Econometrica : journal of the Econometric Society, an … 80 (2012) 5, pp. 2303-2319
Persistent link: https://www.econbiz.de/10009665454
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Estimation of (static or dynamic) games under equilibrium multiplicity
Otsu, Taisuke; Pesendorfer, Martin; Sasaki, Yuya; … - In: International economic review 63 (2022) 3, pp. 1165-1188
Persistent link: https://www.econbiz.de/10013387613
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Estimation of (static or dynamic) games under equilibrium multiplicity
Pesendorfer, Martin; Otsu, Taisuke; Sasaki, Yuya; … - 2020
Persistent link: https://www.econbiz.de/10012201561
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Equilibrium multiplicity in dynamic games : testing and estimation
Otsu, Taisuke; Pesendorfer, Martin - In: The econometrics journal 26 (2023) 1, pp. C26-C42
Persistent link: https://www.econbiz.de/10013543266
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Structurally missing data by OLS and Shapley Value regressions
Lipovetsky, Stan; Nowakowska, Ewa - In: International journal of operations and quantitative … 19 (2013) 3, pp. 169-178
Persistent link: https://www.econbiz.de/10010253596
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Confidence intervals for the Shapley–Shubik power index in Markovian games
Avrachenkov, Konstantin; Cottatellucci, Laura; Maggi, … - In: Dynamic games and applications : DGA 4 (2014) 1, pp. 10-31
Persistent link: https://www.econbiz.de/10010416240