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Estimation of Dynamic Discrete Games Using the Nested Pseudo Likelihood Algorithm: Code and Application

  • Aguirregabiria, Victor

This document describes program code for the solution and estimation of dynamic discrete games of incomplete information using the Nested Pseudo Likelihood (NPL) method in Aguirregabiria and Mira (2007). The code is illustrated using a dynamic game of store location by retail chains, and actual data from McDonalds and Burger King.

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File URL: https://mpra.ub.uni-muenchen.de/17329/1/MPRA_paper_17329.pdf
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Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 17329.

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Date of creation: 15 Sep 2009
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Handle: RePEc:pra:mprapa:17329
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  1. Paul B. Ellickson & Sanjog Misra, 2008. "Supermarket Pricing Strategies," Marketing Science, INFORMS, vol. 27(5), pages 811-828, 09-10.
  2. Junichi Suzuki, 2010. "Land Use Regulation as a Barrier to Entry: Evidence from the Texas Lodging Industry," Working Papers tecipa-400, University of Toronto, Department of Economics.
  3. Sánchez Mangas, Rocío, 2002. "Pseudo-maximum likelihood estimation of a dynamic structural investment model," DES - Working Papers. Statistics and Econometrics. WS ws026218, Universidad Carlos III de Madrid. Departamento de Estadística.
  4. Toivanen, O. & Waterson, M., 2001. "Market Structure and Entry: Where's the Beef?," The Warwick Economics Research Paper Series (TWERPS) 593, University of Warwick, Department of Economics.
  5. Victor Aguirregabiria & Pedro Mira, 2002. "Swapping the Nested Fixed Point Algorithm: A Class of Estimators for Discrete Markov Decision Models," Econometrica, Econometric Society, vol. 70(4), pages 1519-1543, July.
  6. Victor Aguirregabiria & Cesar Alonso-Borrego, 2009. "Labor Contracts and Flexibility: Evidence from a Labor Market Reform in Spain," Working Papers tecipa-346, University of Toronto, Department of Economics.
  7. De Pinto, Alessandro & Nelson, Gerald C., 2006. "Modeling Deforestation and Land Use Change: Sparse Data Environments," 2006 Annual Meeting, August 12-18, 2006, Queensland, Australia 25723, International Association of Agricultural Economists.
  8. Alessandro Pinto & Gerald C. Nelson, 2009. "Land Use Change with Spatially Explicit Data: A Dynamic Approach," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 43(2), pages 209-229, June.
  9. Han, Lu & Hong, Seung-Hyun, 2011. "Testing Cost Inefficiency Under Free Entry in the Real Estate Brokerage Industry," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(4), pages 564-578.
  10. Ben Tomlin, 2010. "Exchange Rate Fluctuations, Plant Turnover and Productivity," Staff Working Papers 10-18, Bank of Canada.
  11. Aguirregabiria, Victor & Ho, Chun-Yu, 2012. "A dynamic oligopoly game of the US airline industry: Estimation and policy experiments," Journal of Econometrics, Elsevier, vol. 168(1), pages 156-173.
  12. David Besanko & Ulrich Doraszelski, 2004. "Capacity Dynamics and Endogenous Asymmetries in Firm Size," RAND Journal of Economics, The RAND Corporation, vol. 35(1), pages 23-49, Spring.
  13. Victor Aguirregabiria & Pedro Mira, 2007. "Sequential Estimation of Dynamic Discrete Games," Econometrica, Econometric Society, vol. 75(1), pages 1-53, 01.
  14. Kasahara, Hiroyuki & Shimotsu, Katsumi, 2008. "Pseudo-likelihood estimation and bootstrap inference for structural discrete Markov decision models," Journal of Econometrics, Elsevier, vol. 146(1), pages 92-106, September.
  15. Szabolcs Lorincz, 2005. "Persistence Effects in a Dynamic Discrete Choice Model - Application to Low-End Computer Servers," IEHAS Discussion Papers 0510, Institute of Economics, Centre for Economic and Regional Studies, Hungarian Academy of Sciences.
  16. Allan Collard‐Wexler, 2013. "Demand Fluctuations in the Ready‐Mix Concrete Industry," Econometrica, Econometric Society, vol. 81(3), pages 1003-1037, 05.
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