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Citations for "Simple estimators for the parameters of discrete dynamic games (with entry/exit examples)"

by Ariel Pakes & Michael Ostrovsky & Steven Berry

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  1. Hiroyuki Kasahara & Katsumi Shimotsu, 2012. "Sequential Estimation of Structural Models With a Fixed Point Constraint," Econometrica, Econometric Society, Econometric Society, vol. 80(5), pages 2303-2319, 09.
  2. Myrto Kalouptsidi, 2014. "Detection and Impact of Industrial Subsidies: The Case of World Shipbuilding," NBER Working Papers 20119, National Bureau of Economic Research, Inc.
  3. Doraszelski, Ulrich & Escobar, Juan, 2008. "A Theory of Regular Markov Perfect Equilibria in Dynamic Stochastic Games: Genericity, Stability, and Purification," CEPR Discussion Papers, C.E.P.R. Discussion Papers 6805, C.E.P.R. Discussion Papers.
  4. Paul Ellickson & Beresteanu Arie, 2005. "The Dynamics of Retail Oligopolies," 2005 Meeting Papers, Society for Economic Dynamics 829, Society for Economic Dynamics.
  5. Aguirregabiria, Victor & Mira, Pedro, 2010. "Dynamic discrete choice structural models: A survey," Journal of Econometrics, Elsevier, Elsevier, vol. 156(1), pages 38-67, May.
  6. Evgeny Yakovlev, 2012. "Peers and Alcohol: Evidence from Russia," Working Papers w0182, Center for Economic and Financial Research (CEFIR).
  7. Ron N. Borkovsky & Ulrich Doraszelski & Yaroslav Kryukov, . "A User''s Guide to Solving Dynamic Stochastic Games Using the Homotopy Method," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business 2009-E23, Carnegie Mellon University, Tepper School of Business.
  8. Aamir Rafique Hashmi & Johannes Van Biesebroeck, 2010. "Market Structure and Innovation: A Dynamic Analysis of the Global Automobile Industry," NBER Working Papers 15959, National Bureau of Economic Research, Inc.
  9. Victor Aguirregabiria & Gustavo Vicentini, 2012. "Dynamic Spatial Competition Between Multi-Store Firms," Working Papers, University of Toronto, Department of Economics tecipa-457, University of Toronto, Department of Economics.
  10. Aguirregabiria, Victor & Ho, Chun-Yu, 2012. "A dynamic oligopoly game of the US airline industry: Estimation and policy experiments," Journal of Econometrics, Elsevier, Elsevier, vol. 168(1), pages 156-173.
  11. Norman Offstein, 2007. "An extortionary guerrilla movement," Journal of Applied Econometrics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 22(6), pages 995-1011.
  12. Han Hong & Matthew Shum, 2000. "A Semiparametric Estimator for Dynamic Optimization Models," Economics Working Paper Archive, The Johns Hopkins University,Department of Economics 461, The Johns Hopkins University,Department of Economics, revised Nov 2001.
  13. Ariel Pakes, 2003. "Common Sense and Simplicity in Empirical Industrial Organization," Review of Industrial Organization, Springer, Springer, vol. 23(3), pages 193-215, December.
  14. Fershtman, Chaim & Pakes, Ariel, 2005. "Finite State Dynamic Games with Asymmetric Information: A Framework for Applied Work," CEPR Discussion Papers, C.E.P.R. Discussion Papers 5024, C.E.P.R. Discussion Papers.
  15. Manjón-Antolín, Miguel C., 2010. "Firm size and short-term dynamics in aggregate entry and exit," International Journal of Industrial Organization, Elsevier, Elsevier, vol. 28(5), pages 464-476, September.
  16. Daniel Ackerberg, 2009. "A new use of importance sampling to reduce computational burden in simulation estimation," Quantitative Marketing and Economics, Springer, Springer, vol. 7(4), pages 343-376, December.
  17. Ulrich Doraszelski & Kenneth L. Judd, 2005. "Avoiding the Curse of Dimensionality in Dynamic Stochastic Games," Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research 2059, Harvard - Institute of Economic Research.
  18. Szabolcs Lorincz, 2005. "Persistence Effects in a Dynamic Discrete Choice Model - Application to Low-End Computer Servers," IEHAS Discussion Papers, Institute of Economics, Centre for Economic and Regional Studies, Hungarian Academy of Sciences 0510, Institute of Economics, Centre for Economic and Regional Studies, Hungarian Academy of Sciences.
  19. Borkovsky, RON N. & Doraszelski, Ulrich & Kryukov, Yaroslav, 2008. "A User's Guide to Solving Dynamic Stochastic Games Using the Homotopy Method," CEPR Discussion Papers, C.E.P.R. Discussion Papers 6733, C.E.P.R. Discussion Papers.
  20. Dunne, Timothy & Klimek, Shawn D. & Roberts, Mark J. & Xu, Daniel Yi, 2013. "Entry, exit, and the determinants of market structure," Working Paper, Federal Reserve Bank of Atlanta 2013-10, Federal Reserve Bank of Atlanta.
  21. James E. Prieger, 2005. "The Impact of Cost Changes on Industry Dynamics," Working Papers, University of California, Davis, Department of Economics 51, University of California, Davis, Department of Economics.
  22. Hiroyuki Kasahara & Katsumi Shimotsu, 2006. "Nonparametric Identification and Estimation of Finite Mixture Models of Dynamic Discrete Choices," Working Papers, Queen's University, Department of Economics 1092, Queen's University, Department of Economics.
  23. Buch, Claudia M. & Koch, Cathérine T. & Koetter, Michael, 2014. "Should I stay or should I go? Bank productivity and internationalization decisions," Journal of Banking & Finance, Elsevier, Elsevier, vol. 42(C), pages 266-282.
  24. Patrick Bajari & C. Lanier Benkard & Jonathan Levin, 2007. "Estimating Dynamic Models of Imperfect Competition," Econometrica, Econometric Society, Econometric Society, vol. 75(5), pages 1331-1370, 09.
  25. Aureo de Paula, 2012. "Econometric analysis of games with multiple equilibria," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies CWP29/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  26. Andrew Sweeting, 2007. "Dynamic Product Repositioning in Differentiated Product Markets: The Case of Format Switching in the Commercial Radio Industry," NBER Working Papers 13522, National Bureau of Economic Research, Inc.
  27. David Greenstreet, 2007. "Exploiting Sequential Learning to Estimate Establishment-Level Productivity Dynamics and Decision Rules," Economics Series Working Papers 345, University of Oxford, Department of Economics.
  28. Victor Aguirregabiria & Pedro Mira & Hernan Roman, 2007. "An Estimate Dynamic Model of Entry, Exit, and Growth in Oligopoly Retail Markets," American Economic Review, American Economic Association, American Economic Association, vol. 97(2), pages 449-454, May.
  29. Liran Einav & Jonathan D. Levin, 2010. "Empirical Industrial Organization: A Progress Report," NBER Working Papers 15786, National Bureau of Economic Research, Inc.
  30. Xiao, Mo & Orazem, Peter, 2006. "Do Entry Conditions Vary over Time? Entry and Competition in the Broadband Market: 1999-2003," Staff General Research Papers, Iowa State University, Department of Economics 12500, Iowa State University, Department of Economics.
  31. Victor Aguirregabiria & Arvind Magesan, 2012. "Identification and estimation of dynamic games when players' beliefs are not in equilibrium," Working Papers, University of Toronto, Department of Economics tecipa-449, University of Toronto, Department of Economics.
  32. Borkovsky, Ron N. & Doraszelski, Ulrich & Kryukov, Yaroslav, 2009. "A Dynamic Quality Ladder Model with Entry and Exit: Exploring the Equilibrium Correspondence Using the Homotopy Method," CEPR Discussion Papers, C.E.P.R. Discussion Papers 7560, C.E.P.R. Discussion Papers.
  33. Victor Aguirregabiria, 2009. "A Method for Implementing Counterfactual Experiments in Models with Multiple Equilibria," Working Papers, University of Toronto, Department of Economics tecipa-381, University of Toronto, Department of Economics.
  34. Hanming Fang & Yang Wang, 2010. "Estimating Dynamic Discrete Choice Models with Hyperbolic Discounting, with an Application to Mammography Decisions," NBER Working Papers 16438, National Bureau of Economic Research, Inc.
  35. Ron Borkovsky & Ulrich Doraszelski & Yaroslav Kryukov, 2012. "A dynamic quality ladder model with entry and exit: Exploring the equilibrium correspondence using the homotopy method," Quantitative Marketing and Economics, Springer, Springer, vol. 10(2), pages 197-229, June.
  36. Victor Aguirregabiria & Pedro Mira, 2007. "Sequential Estimation of Dynamic Discrete Games," Econometrica, Econometric Society, Econometric Society, vol. 75(1), pages 1-53, 01.
  37. Sumon Datta & K. Sudhir, 2013. "Does reducing spatial differentiation increase product differentiation? Effects of zoning on retail entry and format variety," Quantitative Marketing and Economics, Springer, Springer, vol. 11(1), pages 83-116, March.
  38. Mitsukuni Nishida, 2012. "Estimating a Model of Strategic Network Choice: The Convenience-Store Industry in Okinawa," Economics Working Paper Archive, The Johns Hopkins University,Department of Economics 594, The Johns Hopkins University,Department of Economics.
  39. Weintraub, Gabriel Y. & Benkard, C. Lanier & Van Roy, Benjamin, 2007. "Markov Perfect Industry Dynamics with Many Firms," Research Papers, Stanford University, Graduate School of Business 1919r, Stanford University, Graduate School of Business.
  40. Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez & Manuel Santos, 2005. "Convergence Properties of the Likelihood of Computed Dynamic Models," Levine's Bibliography 122247000000000822, UCLA Department of Economics.
  41. Allan Collard-Wexler, 2006. "Plant Turnover and Demand Fluctuations in the Ready-Mix Concrete Industry," Working Papers, Center for Economic Studies, U.S. Census Bureau 06-08, Center for Economic Studies, U.S. Census Bureau.
  42. Toivanen, Otto & Waterson, Michael, 2011. "Retail Chain Expansion: The Early Years of McDonalds in Great Britain," CEPR Discussion Papers, C.E.P.R. Discussion Papers 8534, C.E.P.R. Discussion Papers.
  43. Joris Pinkse & Margaret Slade, 2007. "Semi-structural models of advertising competition," Journal of Applied Econometrics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 22(7), pages 1227-1246.
  44. You Suk Kim & Wenli Li & Hanming Fang, 2013. "Renegotiating Distressed Mortgage Loans: A Structural Estimation," 2013 Meeting Papers, Society for Economic Dynamics 936, Society for Economic Dynamics.
  45. Victor Aguirregabiria & Victor Aguirregabiria & Aviv Nevo & Aviv Nevo, 2010. "Recent Developments in Empirical IO: Dynamic Demand and Dynamic Games," Working Papers, University of Toronto, Department of Economics tecipa-419, University of Toronto, Department of Economics.
  46. Lin, C.-Y. Cynthia & Leighty, Wayne, 2007. "Government Leasing Policy and the Multi-Stage Investment Timing Game in Offshore Petroleum Production," Institute of Transportation Studies, Working Paper Series, Institute of Transportation Studies, UC Davis qt0x81x3jp, Institute of Transportation Studies, UC Davis.
  47. Ting Zhu & Vishal Singh, 2009. "Spatial competition with endogenous location choices: An application to discount retailing," Quantitative Marketing and Economics, Springer, Springer, vol. 7(1), pages 1-35, March.
  48. Kim, Sung-Hwan, 2009. "Predatory reputation in US airline markets," International Journal of Industrial Organization, Elsevier, Elsevier, vol. 27(5), pages 592-604, September.
  49. Paul Ellickson & Sanjog Misra, 2012. "Enriching interactions: Incorporating outcome data into static discrete games," Quantitative Marketing and Economics, Springer, Springer, vol. 10(1), pages 1-26, March.
  50. Allan Collard-Wexler, 2006. "Demand Fluctuations and Plant Turnover in the Ready-Mix Concrete Industry," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics 06-25, New York University, Leonard N. Stern School of Business, Department of Economics.
  51. Liu, Hong & Sun, Qi & Zhao, Zhong, 2014. "Social learning and health insurance enrollment: Evidence from China's New Cooperative Medical Scheme," Journal of Economic Behavior & Organization, Elsevier, Elsevier, vol. 97(C), pages 84-102.
  52. Xun Tang, 2009. "Rationalizable Counterfactual Choice Probabilities in Dynamic Binary Choice Processes," PIER Working Paper Archive 09-022, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  53. Weintraub, Gabriel Y. & Benkard, C. Lanier & Van Roy, Benjamin, 2007. "Computational Methods for Oblivious Equilibrium," Research Papers, Stanford University, Graduate School of Business 1969, Stanford University, Graduate School of Business.
  54. Victor Aguirregabiria & Pedro Mira, 2005. "A Genetic Algorithm for the Structural Estimation of Games with Multiple Equilibria," Econometrics, EconWPA 0502017, EconWPA.
  55. Daniel Ackerberg & Xiaohong Chen & Jinyong Hahn, 2011. "A practical asymptotic variance estimator for two-step semiparametric estimators," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies CWP22/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  56. Adam Rosen, 2007. "Identification and estimation of firms' marginal cost functions with incomplete knowledge of strategic behavior," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies CWP03/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  57. Gautam Gowrisankaran & John Krainer, 2004. "The welfare consequences of ATM surcharges: evidence from a structural entry model," Working Paper Series, Federal Reserve Bank of San Francisco 2005-01, Federal Reserve Bank of San Francisco.
  58. Joao Macieira, 2010. "Oblivious Equilibrium in Dynamic Discrete Games," 2010 Meeting Papers, Society for Economic Dynamics 680, Society for Economic Dynamics.
  59. Yingyao Hu & Matthew Shum, 2008. "Identifying Dynamic Games with Serially-Correlated Unobservables," Economics Working Paper Archive, The Johns Hopkins University,Department of Economics 546, The Johns Hopkins University,Department of Economics.
  60. Timothy Dunne & Shawn D. Klimek & Mark J. Roberts & Daniel Yi Xu, 2009. "The Dynamics of Market Structure and Market Size in Two Health Service Industries," NBER Chapters, in: Producer Dynamics: New Evidence from Micro Data, pages 303-327 National Bureau of Economic Research, Inc.
  61. Yingyao Hu & Matthew Shum, 2008. "Nonparametric Identification of Dynamic Models with Unobserved State Variables," Economics Working Paper Archive, The Johns Hopkins University,Department of Economics 543, The Johns Hopkins University,Department of Economics.
  62. Martin Gaynor & Robert J. Town, 2011. "Competition in Health Care Markets," NBER Working Papers 17208, National Bureau of Economic Research, Inc.
  63. Che-Lin Su, 2014. "Estimating discrete-choice games of incomplete information: Simple static examples," Quantitative Marketing and Economics, Springer, Springer, vol. 12(2), pages 167-207, June.
  64. Han Hong & Ahmed Khwaja & A. Ronald Gallant, 2008. "Estimating Dynamic Games of Complete Information with an Application to the Generic Pharmaceutical Industry," 2008 Meeting Papers 1050, Society for Economic Dynamics.
  65. Ying Fan & Xiao Mo, 2010. "Estimating the Option Value of Waiting: A Dynamic Entry Game of the U.S. Local Telephone Competition," Working Papers, NET Institute 10-14, NET Institute.
  66. C. Lanier Benkard & Przemyslaw Jeziorski & Gabriel Y. Weintraub, 2013. "Oblivious Equilibrium for Concentrated Industries," NBER Working Papers 19307, National Bureau of Economic Research, Inc.
  67. Xiao, Mo & Orazem, Peter F., 2011. "Does the fourth entrant make any difference?: Entry and competition in the early U.S. broadband market," International Journal of Industrial Organization, Elsevier, Elsevier, vol. 29(5), pages 547-561, September.
  68. Lin, C.-Y. Cynthia, 2007. "The Multi-Stage Investment Timing Game in Offshore Petroleum Production: Preliminary results from an econometric model," Institute of Transportation Studies, Working Paper Series, Institute of Transportation Studies, UC Davis qt70t9n2r3, Institute of Transportation Studies, UC Davis.
  69. Davis, Peter, 2006. "Estimation of quantity games in the presence of indivisibilities and heterogeneous firms," Journal of Econometrics, Elsevier, Elsevier, vol. 134(1), pages 187-214, September.
  70. Naoaki Minamihashi, 2012. "Natural Monopoly and Distorted Competition: Evidence from Unbundling Fiber-Optic Networks," Working Papers, Bank of Canada 12-26, Bank of Canada.
  71. Tülin Erdem & Kannan Srinivasan & Wilfred Amaldoss & Patrick Bajari & Hai Che & Teck Ho & Wes Hutchinson & Michael Katz & Michael Keane & Robert Meyer & Peter Reiss, 2005. "Theory-Driven Choice Models," Marketing Letters, Springer, Springer, vol. 16(3), pages 225-237, December.
  72. Oliver Linton & Sorawoot Srisuma, 2010. "Semiparametric Estimation of Markov Decision Processeswith Continuous State Space," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE /2010/550, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  73. Lewis, Greg & Backus, Matthew, 2009. "An Estimable Demand System for a Large Auction Platform Market," Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley qt8vk5j2kr, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
  74. Seth Richards-Shubik, 2012. "Peer Effects in Sexual Initiation: Separating Demand and Supply Mechanisms," PIER Working Paper Archive 12-015, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  75. Carlos Daniel Santos, 2009. "Recovering the Sunk Costs of R&D: the Moulds Industry Case," CEP Discussion Papers, Centre for Economic Performance, LSE dp0958, Centre for Economic Performance, LSE.
  76. Daniel Ackerberg & Xiaohong Chen & Jinyong Hahn, 2011. "Asymptotic Variance Estimator for Two-Step Semiparametric Estimators," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University 1803, Cowles Foundation for Research in Economics, Yale University.
  77. Takahashi, Yuya, 2013. "Estimating a War of Attrition: The Case of the U.S. Movie Theater Industry," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University 424, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
  78. Schaumans, Catherine & Verboven, Frank, 2006. "Entry and Regulation - Evidence from Health Care Professions," CEPR Discussion Papers, C.E.P.R. Discussion Papers 5482, C.E.P.R. Discussion Papers.
  79. Shiko Maruyama, 2010. "Estimation of Finite Sequential Games," Discussion Papers, School of Economics, The University of New South Wales 2010-22, School of Economics, The University of New South Wales.
  80. Allan Collard-Wexler, 2010. "Productivity Dispersion and Plant Selection in the Ready-Mix Concrete Industry," 2010 Meeting Papers, Society for Economic Dynamics 105, Society for Economic Dynamics.
  81. Yingyao Hu & Matthew Shum & Wei Tan, 2010. "A Simple Estimator for Dynamic Models with Serially Correlated Unobservables," Economics Working Paper Archive, The Johns Hopkins University,Department of Economics 558, The Johns Hopkins University,Department of Economics.
  82. David S. Evans & Michael Salinger, 2005. "Curing Sinus Headaches and Tying Law: An Empirical Analysis of Bundling Decongestants and Pain Relievers," CESifo Working Paper Series 1519, CESifo Group Munich.
  83. Sumon Datta & K. Sudhir, 2012. "Does Reducing Spatial Differentiation Increase Product Differentiation? Effects of Zoning on Retail Entry and Format Variety," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University 1851, Cowles Foundation for Research in Economics, Yale University, revised Sep 2012.
  84. Balbus, Łukasz & Reffett, Kevin & Woźny, Łukasz, 2014. "A constructive study of Markov equilibria in stochastic games with strategic complementarities," Journal of Economic Theory, Elsevier, Elsevier, vol. 150(C), pages 815-840.
  85. Kasahara, Hiroyuki & Shimotsu, Katsumi, 2008. "Pseudo-likelihood estimation and bootstrap inference for structural discrete Markov decision models," Journal of Econometrics, Elsevier, Elsevier, vol. 146(1), pages 92-106, September.
  86. Ariel Pakes, 2008. "Theory and Empirical Work on Imperfectly Competitive Markets," NBER Working Papers 14117, National Bureau of Economic Research, Inc.
  87. Joao Macieira, 2007. "Extending the Frontier: A Structural Model of Investment and Technological Competition in the Supercomputer Industry," Working Papers e07-10, Virginia Polytechnic Institute and State University, Department of Economics.
  88. Dennis W. Carlton, 2005. "Barriers To Entry," NBER Working Papers 11645, National Bureau of Economic Research, Inc.
  89. repec:clg:wpaper:2012-03 is not listed on IDEAS
  90. Andrew Sweeting, 2005. "Coordination Games, Multiple Equilibria and the Timing of Radio Commercials," 2005 Meeting Papers, Society for Economic Dynamics 490, Society for Economic Dynamics.
  91. Michaela Draganska & Sanjog Misra & Victor Aguirregabiria & Pat Bajari & Liran Einav & Paul Ellickson & Dan Horsky & Sridhar Narayanan & Yesim Orhun & Peter Reiss & Katja Seim & Vishal Singh & Raphael, 2008. "Discrete choice models of firms’ strategic decisions," Marketing Letters, Springer, Springer, vol. 19(3), pages 399-416, December.
  92. Carlos Daniel Santos, 2009. "Recovering the sunk costs of R&D: the moulds industry case," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library 28689, London School of Economics and Political Science, LSE Library.
  93. Giorgio Topa & Elizabeth Setren & Meta Brown, 2011. "Do Referrals Lead to Better Matches? Evidence from a Firm's Employee," 2011 Meeting Papers 711, Society for Economic Dynamics.