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Citations for "Asymptotic Least Squares Estimators for Dynamic Games -super-1"

by Martin Pesendorfer & Philipp Schmidt-Dengler

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  1. Peter Arcidiacono & Paul B. Ellickson, 2011. "Practical Methods for Estimation of Dynamic Discrete Choice Models," Annual Review of Economics, Annual Reviews, vol. 3(1), pages 363-394, 09.
  2. Peter Arcidiacono & Patrick Bayer & Jason R. Blevins & Paul B. Ellickson, 2012. "Estimation of Dynamic Discrete Choice Models in Continuous Time with an Application to Retail Competition," NBER Working Papers 18449, National Bureau of Economic Research, Inc.
  3. Victor Aguirregabiria & Arvind Magesan, 2012. "Identification and estimation of dynamic games when players' beliefs are not in equilibrium," Working Papers tecipa-449, University of Toronto, Department of Economics.
  4. Andrew Sweeting, 2008. "The Strategic Timing Incentives of Commercial Radio Stations: An Empirical Analysis Using Multiple Equilibria," NBER Working Papers 14506, National Bureau of Economic Research, Inc.
  5. Patrick Bajari & C. Lanier Benkard & Jonathan Levin, 2007. "Estimating Dynamic Models of Imperfect Competition," Econometrica, Econometric Society, vol. 75(5), pages 1331-1370, 09.
  6. Song, Suyong, 2015. "Semiparametric estimation of models with conditional moment restrictions in the presence of nonclassical measurement errors," Journal of Econometrics, Elsevier, vol. 185(1), pages 95-109.
  7. Aradillas-Lopez, Andres, 2010. "Semiparametric estimation of a simultaneous game with incomplete information," Journal of Econometrics, Elsevier, vol. 157(2), pages 409-431, August.
  8. Daniel Ackerberg, 2009. "A new use of importance sampling to reduce computational burden in simulation estimation," Quantitative Marketing and Economics, Springer, vol. 7(4), pages 343-376, December.
  9. Victor Aguirregabiria & Pedro mira, 2007. "Dynamic Discrete Choice Structural Models: A Survey," Working Papers tecipa-297, University of Toronto, Department of Economics.
  10. George-Levi Gayle & Limor Golan, . "Estimating a Dynamic Adverse Selection Model: Labor Force Experience and the Changing Gender Earnings Gap 1968-93," GSIA Working Papers 2006-E40, Carnegie Mellon University, Tepper School of Business.
  11. Aamir Rafique HASHMI & Johannes VAN BIESEBROECK, 2012. "The relationship between market structure and innovation in industry equilibrium: a case study of the global automobile industry," Center for Economic Studies - Discussion papers ces12.01, Katholieke Universiteit Leuven, Centrum voor Economische Studiën.
  12. Coublucq, Daniel, 2013. "Demand estimation with selection bias: A dynamic game approach with an application to the US railroad industry," DICE Discussion Papers 94, Heinrich‐Heine‐Universität Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
  13. Aguirregabiria, Victor, 2012. "A method for implementing counterfactual experiments in models with multiple equilibria," Economics Letters, Elsevier, vol. 114(2), pages 190-194.
  14. Allan Collard-Wexler, 2011. "Productivity Dispersion and Plant Selection in the Ready-Mix Concrete Industry," Working Papers 11-25, Center for Economic Studies, U.S. Census Bureau.
  15. Diez de los Rios, Antonio, 2015. "Optimal asymptotic least squares estimation in a singular set-up," Economics Letters, Elsevier, vol. 128(C), pages 83-86.
  16. Yingyao Hu & Matthew Shum & Wei Tan, 2010. "A Simple Estimator for Dynamic Models with Serially Correlated Unobservables," Economics Working Paper Archive 558, The Johns Hopkins University,Department of Economics.
  17. Joao Macieira, 2010. "Oblivious Equilibrium in Dynamic Discrete Games," 2010 Meeting Papers 680, Society for Economic Dynamics.
  18. 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.
  19. Hu, Yingyao & Shum, Matthew, 2012. "Nonparametric identification of dynamic models with unobserved state variables," Journal of Econometrics, Elsevier, vol. 171(1), pages 32-44.
  20. Otsu, Taisuke & Pesendorfer, Martin & Takahashi, Yuya, 2013. "Testing for Equilibrium Multiplicity in Dynamic Markov Games," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 423, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
  21. Balbus, Łukasz & Reffett, Kevin & Woźny, Łukasz, 2014. "A constructive study of Markov equilibria in stochastic games with strategic complementarities," Journal of Economic Theory, Elsevier, vol. 150(C), pages 815-840.
  22. Song Yao & Carl F. Mela, 2008. "A Dynamic Model of Sponsored Search Advertising," Working Papers 08-16, NET Institute, revised Sep 2008.
  23. repec:uwo:uwowop:20065 is not listed on IDEAS
  24. Victor Aguirregabiria & Victor Aguirregabiria & Aviv Nevo & Aviv Nevo, 2010. "Recent Developments in Empirical IO: Dynamic Demand and Dynamic Games," Working Papers tecipa-419, University of Toronto, Department of Economics.
  25. Daniel Ackerberg & Xiaohong Chen & Jinyong Hahn, 2011. "Asymptotic Variance Estimator for Two-Step Semiparametric Estimators," Cowles Foundation Discussion Papers 1803, Cowles Foundation for Research in Economics, Yale University.
  26. Wang, Yafeng & Graham, Brett, 2010. "Identification and Estimation of a Discrete Game by Observing its Correlated Equilibria," MPRA Paper 45656, University Library of Munich, Germany, revised 16 May 2011.
  27. Doraszelski, Ulrich & Escobar, Juan, 2010. "A theory of regular Markov perfect equilibria in dynamic stochastic games: genericity, stability, and purification," Theoretical Economics, Econometric Society, vol. 5(3), September.
  28. Carlos A. Manzanares & Ying Jiang & Patrick Bajari, 2015. "Improving Policy Functions in High-Dimensional Dynamic Games," NBER Working Papers 21124, National Bureau of Economic Research, Inc.
  29. Carlos Daniel Santos, 2009. "Recovering the Sunk Costs of R&D: the Moulds Industry Case," CEP Discussion Papers dp0958, Centre for Economic Performance, LSE.
  30. Mitsukuni Nishida, 2012. "Estimating a Model of Strategic Network Choice: The Convenience-Store Industry in Okinawa," Economics Working Paper Archive 594, The Johns Hopkins University,Department of Economics.
  31. 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 424, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
  32. Jean-Pierre Dubé & Günter Hitsch & Pranav Jindal, 2014. "The Joint identification of utility and discount functions from stated choice data: An application to durable goods adoption," Quantitative Marketing and Economics, Springer, vol. 12(4), pages 331-377, December.
  33. Carlos Daniel Santos, 2009. "Recovering the sunk costs of R&D: the moulds industry case," LSE Research Online Documents on Economics 28689, London School of Economics and Political Science, LSE Library.
  34. Martin Gaynor & Robert J Town, 2012. "Competition in Health Care Markets," The Centre for Market and Public Organisation 12/282, Department of Economics, University of Bristol, UK.
  35. Aradillas-Lopez, Andres, 2012. "Pairwise-difference estimation of incomplete information games," Journal of Econometrics, Elsevier, vol. 168(1), pages 120-140.
  36. Mo Xiao & Ying Fan, 2012. "Entry under Subsidy: the Competitive U.S. Local Telephone Industry," 2012 Meeting Papers 374, Society for Economic Dynamics.
  37. Bart Bronnenberg & Jean Dubé & Carl Mela & Paulo Albuquerque & Tulin Erdem & Brett Gordon & Dominique Hanssens & Guenter Hitsch & Han Hong & Baohong Sun, 2008. "Measuring long-run marketing effects and their implications for long-run marketing decisions," Marketing Letters, Springer, vol. 19(3), pages 367-382, December.
  38. Hiroyuki Kasahara & Katsumi Shimotsu, 2008. "Sequential Estimation of Structural Models with a Fixed Point Constraint," Working Papers 1192, Queen's University, Department of Economics.
  39. Hiroyuki Kasahara & Katsumi Shimotsu, 2006. "Nonparametric Identification and Estimation of Finite Mixture Models of Dynamic Discrete Choices," Working Papers 1092, Queen's University, Department of Economics.
  40. Oliver Linton & Sorawoot Srisuma, 2010. "Semiparametric Estimation of Markov Decision Processeswith Continuous State Space," STICERD - Econometrics Paper Series 550, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  41. Andriy Norets & Xun Tang, 2013. "Semi-Parametric Inference in Dynamic Binary Choice Models," PIER Working Paper Archive 13-054, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  42. 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.
  43. Khai Chiong & Alfred Galichon & Matt Shum, 2015. "Duality in Dynamic Discrete Choice Models," Sciences Po publications info:hdl:2441/7svo6civd69, Sciences Po.
  44. Daniel Ackerberg & Xiaohong Chen & Jinyong Hahn, 2012. "A Practical Asymptotic Variance Estimator for Two-Step Semiparametric Estimators," The Review of Economics and Statistics, MIT Press, vol. 94(2), pages 481-498, May.
  45. Toivanen, Otto & Waterson, Michael, 2011. "Retail Chain Expansion: The Early Years of McDonalds in Great Britain," CEPR Discussion Papers 8534, C.E.P.R. Discussion Papers.
  46. Macieira, João, 2015. "Introducing consumer heterogeneity in dynamic games with multi-product firms and differentiated product demand," Economics Letters, Elsevier, vol. 129(C), pages 62-65.
  47. Victor Aguirregabiria & Pedro Mira, 2013. "Identification of Games of Incomplete Information with Multiple Equilibria and Common Unobserved Heterogeneity," Working Papers tecipa-474, University of Toronto, Department of Economics.
  48. Yingyao Hu & Matthew Shum, 2008. "Identifying Dynamic Games with Serially-Correlated Unobservables," Economics Working Paper Archive 546, The Johns Hopkins University,Department of Economics.
  49. Maican, Florin & Orth, ´Matilda, 2013. "Entry Regulations, Product Differentiation and Determinants of Market Structure," Working Paper Series 984, Research Institute of Industrial Economics.
  50. Evgeny Yakovlev, 2012. "Peers and Alcohol: Evidence from Russia," Working Papers w0182, Center for Economic and Financial Research (CEFIR).
  51. Paul Ellickson & Sanjog Misra, 2012. "Enriching interactions: Incorporating outcome data into static discrete games," Quantitative Marketing and Economics, Springer, vol. 10(1), pages 1-26, March.
  52. Che-Lin Su, 2014. "Estimating discrete-choice games of incomplete information: Simple static examples," Quantitative Marketing and Economics, Springer, vol. 12(2), pages 167-207, June.
  53. Johannes Van Biesebroeck & Aamir Hashmi, 2007. "Market Structure and Innovation: A Dynamic Analysis of the Global Automobile Industry," 2007 Meeting Papers 362, Society for Economic Dynamics.
  54. Navarro, Salvador & Takahashi, Yuya, 2012. "A Semiparametric Test of Agent's Information Sets for Games of Incomplete Information," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 432, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
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