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Avoiding the curse of dimensionality in dynamic stochastic games

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Cited by:

  1. Victor Aguirregabiria & Allan Collard-Wexler & Stephen P. Ryan, 2021. "Dynamic Games in Empirical Industrial Organization," Papers 2109.01725, arXiv.org, revised Sep 2021.
  2. Smrkolj, Grega & Wagener, Florian, 2019. "Research among copycats: R&D, spillovers, and feedback strategies," International Journal of Industrial Organization, Elsevier, vol. 65(C), pages 82-120.
  3. Parra-Alvarez, Juan Carlos, 2018. "A Comparison Of Numerical Methods For The Solution Of Continuous-Time Dsge Models," Macroeconomic Dynamics, Cambridge University Press, vol. 22(6), pages 1555-1583, September.
  4. Dawid, Herbert & Keoula, Michel Y. & Kopel, Michael & Kort, Peter M., 2023. "Dynamic investment strategies and leadership in product innovation," European Journal of Operational Research, Elsevier, vol. 306(1), pages 431-447.
  5. David Besanko & Ulrich Doraszelski & Yaroslav Kryukov & Mark Satterthwaite, 2007. "Learning-by-Doing, Organizational Forgetting, and Industry Dynamics," Levine's Bibliography 321307000000000903, UCLA Department of Economics.
  6. Adam Dearing & Jason R. Blevins, 2019. "Efficient and Convergent Sequential Pseudo-Likelihood Estimation of Dynamic Discrete Games," Papers 1912.10488, arXiv.org, revised Apr 2024.
  7. Doraszelski, Ulrich & Escobar, Juan F., 2019. "Protocol invariance and the timing of decisions in dynamic games," Theoretical Economics, Econometric Society, vol. 14(2), May.
  8. Sofia Moroni, 2019. "Existence of trembling hand perfect and sequential equilibrium in games with stochastic timing of moves," Working Paper 6757, Department of Economics, University of Pittsburgh.
  9. Richard Lowery & Tim Landvoigt, 2016. "Financial Industry Dynamics," 2016 Meeting Papers 1248, Society for Economic Dynamics.
  10. Peter Arcidiacono & Patrick Bayer & Jason R. Blevins & Paul B. Ellickson, 2016. "Estimation of Dynamic Discrete Choice Models in Continuous Time with an Application to Retail Competition," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 83(3), pages 889-931.
  11. C. Lanier Benkard & Przemyslaw Jeziorski & Gabriel Y. Weintraub, 2013. "Oblivious Equilibrium for Concentrated Industries," NBER Working Papers 19307, National Bureau of Economic Research, Inc.
  12. Hong, Han & Li, Weiming & Wang, Boyu, 2015. "Estimation of dynamic discrete models from time aggregated data," Journal of Econometrics, Elsevier, vol. 188(2), pages 435-446.
  13. Taisuke Otsu & Martin Pesendorfer, 2021. "Equilibrium multiplicity in dynamic games: testing and estimation," STICERD - Econometrics Paper Series 618, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  14. Galo Nuño & Carlos Thomas, 2015. "Monetary policy and sovereign debt vulnerability," Working Papers 1517, Banco de España.
  15. Jason R. Blevins, 2024. "Leveraging Uniformization and Sparsity for Computation of Continuous Time Dynamic Discrete Choice Games," Papers 2407.14914, arXiv.org.
  16. David Besanko & Ulrich Doraszelski, 2005. "Learning-by-Doing, Organizational Forgetting, and Industry Dynanmics," Computing in Economics and Finance 2005 236, Society for Computational Economics.
  17. Pichler, Paul, 2011. "Solving the multi-country Real Business Cycle model using a monomial rule Galerkin method," Journal of Economic Dynamics and Control, Elsevier, vol. 35(2), pages 240-251, February.
  18. Przemysław Jeziorski, 2023. "Empirical Model of Dynamic Merger Enforcement—Choosing Ownership Caps in U.S. Radio," Management Science, INFORMS, vol. 69(8), pages 4457-4480, August.
  19. Blevins, Jason R. & Kim, Minhae, 2024. "Nested Pseudo likelihood estimation of continuous-time dynamic discrete games," Journal of Econometrics, Elsevier, vol. 238(2).
  20. Ken Moon & Kostas Bimpikis & Haim Mendelson, 2018. "Randomized Markdowns and Online Monitoring," Management Science, INFORMS, vol. 64(3), pages 1271-1290, March.
  21. Phebo D. Wibbens, 2023. "A formal framework for the RBV: Resource dynamics as a Markov process," Strategic Management Journal, Wiley Blackwell, vol. 44(6), pages 1562-1586, June.
  22. Taisuke Otsu & Martin Pesendorfer, 2023. "Equilibrium multiplicity in dynamic games: Testing and estimation," The Econometrics Journal, Royal Economic Society, vol. 26(1), pages 26-42.
  23. Steffen Eibelshäuser & Victor Klockmann & David Poensgen & Alicia von Schenk, 2023. "The Logarithmic Stochastic Tracing Procedure: A Homotopy Method to Compute Stationary Equilibria of Stochastic Games," INFORMS Journal on Computing, INFORMS, vol. 35(6), pages 1511-1526, November.
  24. Jaap H. Abbring, 2010. "Identification of Dynamic Discrete Choice Models," Annual Review of Economics, Annual Reviews, vol. 2(1), pages 367-394, September.
  25. Herbert Dawid & Maurizio Falcone, 2017. "Preface: DGAA Special Issue on Numerical Methods for Dynamic Games," Dynamic Games and Applications, Springer, vol. 7(4), pages 531-534, December.
  26. C. Lanier Benkard & Przemyslaw Jeziorski & Gabriel Y. Weintraub, 2015. "Oblivious equilibrium for concentrated industries," RAND Journal of Economics, RAND Corporation, vol. 46(4), pages 671-708, October.
  27. Cai,Yongyang & Selod,Harris & Steinbuks,Jevgenijs, 2015. "Urbanization and property rights," Policy Research Working Paper Series 7486, The World Bank.
  28. Sofia Moroni, 2020. "Existence of Trembling hand perfect and sequential equilibrium in Stochastic Games," Working Paper 6837, Department of Economics, University of Pittsburgh.
  29. Jie Ning, 2021. "Reducible Markov Decision Processes and Stochastic Games," Production and Operations Management, Production and Operations Management Society, vol. 30(8), pages 2726-2751, August.
  30. Phebo D. Wibbens, 2021. "The role of competitive amplification in explaining sustained performance heterogeneity," Strategic Management Journal, Wiley Blackwell, vol. 42(10), pages 1769-1792, October.
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