Sanches, Fabio A. Miessi; Junior, Daniel Silva; … - Departamento de Economia, Faculdade de Economia, … - 2014
Estimation of dynamic games is known to be a numerically challenging task. A common form of the payoff functions employed in practice takes the linear-in-parameter specification. We show a least squares estimator taking a familiar OLS/GLS expression is available in such case. Our proposed...