Imposing equilibrium restrictions in the estimation of dynamic discrete games
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Other versions of this item:
- Aguirregabiria, Victor & Marcoux, Mathieu, 2019. "Imposing Equilibrium Restrictions in the Estimation of Dynamic Discrete Games," CEPR Discussion Papers 14007, C.E.P.R. Discussion Papers.
- Victor Aguirregabiria & Mathieu Marcoux, 2019. "Imposing equilibrium restrictions in the estimation of dynamic discrete games," Working Papers tecipa-646, University of Toronto, Department of Economics.
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Keywords
Dynamic discrete game; Nested pseudo-likelihood; Fixed point algorithms; Convergence; Convergence selection bias;JEL classification:
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C57 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Econometrics of Games and Auctions
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- C73 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Stochastic and Dynamic Games; Evolutionary Games
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