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Identifying dynamic games with serially correlated unobservables
Hu, Yingyao; Shum, Matthew - In: Structural econometric models, (pp. 97-113). 2013
Persistent link: https://www.econbiz.de/10010359151
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A Bayesian approach to estimation of dynamic models with small and large number of heterogeneous players and latent serially correlated states
Gallant, A. Ronald; Hong, Han; Khwaja, Ahmed - In: Journal of econometrics 203 (2018) 1, pp. 19-32
Persistent link: https://www.econbiz.de/10011974601
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On the iterated estimation of dynamic discrete choice games
Bugni, Federico A.; Bunting, Jackson - In: The review of economic studies : RES 88 (2021) 3, pp. 1031-1073
Persistent link: https://www.econbiz.de/10012546241
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On the iterated estimation of dynamic discrete choice games
Bugni, Federico A.; Bunting, Jackson - 2018
estimation. This class nests several estimators proposed in the literature. By considering a "maximum likelihood" criterion …
Persistent link: https://www.econbiz.de/10011797607
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Dynamic games in empirical industrial organization
Aguirregabiria, Victor; Collard-Wexler, Allan; Ryan, Stephen - 2021
Persistent link: https://www.econbiz.de/10012617685
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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
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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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Estimating Dynamic Discrete-Choice Games of Incomplete Information
Egesdal, Michael - 2014
We investigate the estimation of models of dynamic discrete-choice games of incomplete information, formulating the … maximum-likelihood estimation exercise as a constrained optimization problem which can be solved using state …
Persistent link: https://www.econbiz.de/10013065323
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Equilibrium multiplicity in dynamic games : testing and estimation
Otsu, Taisuke; Pesendorfer, Martin - 2021
Persistent link: https://www.econbiz.de/10012806697
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Imposing equilibrium restrictions in the estimation of dynamic discrete games
Aguirregabiria, Victor; Marcoux, Mathieu - In: Quantitative economics : QE ; journal of the … 12 (2021) 4, pp. 1223-1271
Imposing equilibrium restrictions provides substantial gains in the estimation of dynamic discrete games. Estimation …
Persistent link: https://www.econbiz.de/10012795681