IDEAS home Printed from https://ideas.repec.org/r/oup/restud/v75y2008i3p901-928.html
   My bibliography  Save this item

Asymptotic Least Squares Estimators for Dynamic Games -super-1

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Norets, Andriy & Shimizu, Kenichi, 2024. "Semiparametric Bayesian estimation of dynamic discrete choice models," Journal of Econometrics, Elsevier, vol. 238(2).
  2. Federico A Bugni & Jackson Bunting, 2021. "On the Iterated Estimation of Dynamic Discrete Choice Games [Pseudo maximum likelihood estimation of structural models involving fixed-point problems]," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 88(3), pages 1031-1073.
  3. Kyle Wilson, 2015. "Investment, Subsidies, and Universal Service: Broadband Internet in the United States," Working Papers 15-09, NET Institute.
  4. Tobias Salz & Emanuel Vespa, 2020. "Estimating dynamic games of oligopolistic competition: an experimental investigation," RAND Journal of Economics, RAND Corporation, vol. 51(2), pages 447-469, June.
  5. Taisuke Otsu & Martin Pesendorfer & Yuya Sasaki & Yuya Takahashi, 2022. "Estimation Of (Static Or Dynamic) Games Under Equilibrium Multiplicity," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 63(3), pages 1165-1188, August.
  6. Steven T Berry & Giovanni Compiani, 2023. "An Instrumental Variable Approach to Dynamic Models," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 90(4), pages 1724-1758.
  7. Aamir Rafique Hashmi & Johannes Van Biesebroeck, 2016. "The Relationship between Market Structure and Innovation in Industry Equilibrium: A Case Study of the Global Automobile Industry," The Review of Economics and Statistics, MIT Press, vol. 98(1), pages 192-208, March.
  8. , & ,, 2010. "A theory of regular Markov perfect equilibria in dynamic stochastic games: genericity, stability, and purification," Theoretical Economics, Econometric Society, vol. 5(3), September.
  9. Paul Ellickson & Sanjog Misra, 2012. "Enriching interactions: Incorporating outcome data into static discrete games," Quantitative Marketing and Economics (QME), Springer, vol. 10(1), pages 1-26, March.
  10. 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.
  11. Hu Yingyao & Shum Matthew & Tan Wei & Xiao Ruli, 2017. "A Simple Estimator for Dynamic Models with Serially Correlated Unobservables," Journal of Econometric Methods, De Gruyter, vol. 6(1), pages 1-16, January.
  12. Manuel Arellano & Stéphane Bonhomme, 2017. "Nonlinear Panel Data Methods for Dynamic Heterogeneous Agent Models," Annual Review of Economics, Annual Reviews, vol. 9(1), pages 471-496, September.
  13. Fabio A. Miessi Sanches & Daniel Junior Silva & Sorawoot Srisuma, 2016. "Ordinary Least Squares Estimation Of A Dynamic Game Model," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 57(2), pages 623-634, May.
  14. Jason R. Blevins, 2024. "Leveraging Uniformization and Sparsity for Computation of Continuous Time Dynamic Discrete Choice Games," Papers 2407.14914, arXiv.org.
  15. Sanjog Misra, 2013. "Markov chain Monte Carlo for incomplete information discrete games," Quantitative Marketing and Economics (QME), Springer, vol. 11(1), pages 117-153, March.
  16. 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.
  17. Khai Chiong & Alfred Galichon & Matt Shum, 2015. "Duality in Dynamic Discrete Choice Models," SciencePo Working papers hal-03568184, HAL.
  18. Waterson, Michael & Toivanen, Otto, 2011. "Retail Chain Expansion: The Early Years of McDonalds in Great Britain," CEPR Discussion Papers 8534, C.E.P.R. Discussion Papers.
  19. Raphael Corbi & Fabio Miessi Sanches, 2022. "Church Competition, Religious Subsidies and the Rise of Evangelicalism: a Dynamic Structural Analysis," Working Papers, Department of Economics 2022_09, University of São Paulo (FEA-USP).
  20. Anita Rao, 2020. "Strategic Research and Development Investment Decisions in the Pharmaceutical Industry," Marketing Science, INFORMS, vol. 39(3), pages 564-586, May.
  21. Hema Yoganarasimhan, 2016. "Estimation of Beauty Contest Auctions," Marketing Science, INFORMS, vol. 35(1), pages 27-54, January.
  22. Xiao, Ruli, 2018. "Identification and estimation of incomplete information games with multiple equilibria," Journal of Econometrics, Elsevier, vol. 203(2), pages 328-343.
  23. Daniel Ackerberg & Xiaohong Chen & Jinyong Hahn & Zhipeng Liao, 2014. "Asymptotic Efficiency of Semiparametric Two-step GMM," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 81(3), pages 919-943.
  24. Mitsukuni Nishida, 2015. "Estimating a Model of Strategic Network Choice: The Convenience-Store Industry in Okinawa," Marketing Science, INFORMS, vol. 34(1), pages 20-38, January.
  25. Patrick Bajari & Chenghuan Sean Chu & Denis Nekipelov & Minjung Park, 2016. "Identification and semiparametric estimation of a finite horizon dynamic discrete choice model with a terminating action," Quantitative Marketing and Economics (QME), Springer, vol. 14(4), pages 271-323, December.
  26. 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, September.
  27. Joao Macieira, 2010. "Oblivious Equilibrium in Dynamic Discrete Games," 2010 Meeting Papers 680, Society for Economic Dynamics.
  28. Patrick Bajari & C. Lanier Benkard & Jonathan Levin, 2007. "Estimating Dynamic Models of Imperfect Competition," Econometrica, Econometric Society, vol. 75(5), pages 1331-1370, September.
  29. Mateusz Mysliwski & Fabio M. Sanches & Daniel Silva Junior & Sorawoot Srisuma, 2020. "The Welfare Effects of Promotional Fees," CeMMAP working papers CWP35/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  30. Yingyao Hu & Yi Xin, 2019. "Identi?cation and estimation of dynamic structural models with unobserved choices," CeMMAP working papers CWP35/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  31. Aguirregabiria, Victor & Nevo, Aviv, 2010. "Recent developments in empirical IO: dynamic demand and dynamic games," MPRA Paper 27814, University Library of Munich, Germany.
  32. Aureo de Paula & Xun Tang, 2020. "Testable Implications of Multiple Equilibria in Discrete Games with Correlated Types," Papers 2012.00787, arXiv.org.
  33. Aguirregabiria, Victor, 2012. "A method for implementing counterfactual experiments in models with multiple equilibria," Economics Letters, Elsevier, vol. 114(2), pages 190-194.
  34. Kalouptsidi, Myrto & Scott, Paul T. & Souza-Rodrigues, Eduardo, 2017. "On the non-identification of counterfactuals in dynamic discrete games," International Journal of Industrial Organization, Elsevier, vol. 50(C), pages 362-371.
  35. 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.
  36. 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.
  37. Jayakumar Subramanian & Amit Sinha & Aditya Mahajan, 2023. "Robustness and Sample Complexity of Model-Based MARL for General-Sum Markov Games," Dynamic Games and Applications, Springer, vol. 13(1), pages 56-88, March.
  38. Christian Bontemps & Raquel Menezes Bezerra Sampaio, 2020. "Entry games for the airline industry," Post-Print hal-02137358, HAL.
  39. 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.
  40. Pesendorfer, Martin & Takahashi, Yuya & Otsu, Taisuke, 2014. "Testing Equilibrium Multiplicity in Dynamic Games," CEPR Discussion Papers 10111, C.E.P.R. Discussion Papers.
  41. Gayle, George-Levi & Golan, Limor & Soytas, Mehmet A., 2022. "What is the source of the intergenerational correlation in earnings?," Journal of Monetary Economics, Elsevier, vol. 129(C), pages 24-45.
  42. Gautam, Sanghmitra, 2023. "Quantifying welfare effects in the presence of externalities: An ex-ante evaluation of sanitation interventions," Journal of Development Economics, Elsevier, vol. 164(C).
  43. Taisuke Otsu & Martin Pesendorfer & Yuya Takahashi, 2016. "Pooling data across markets in dynamic Markov games," Quantitative Economics, Econometric Society, vol. 7(2), pages 523-559, July.
  44. El Hadi Caoui, 2019. "Estimating the Costs of Standardization: Evidence from the Movie Industry," CESifo Working Paper Series 8040, CESifo.
  45. Scott, Paul, 2014. "Dynamic Discrete Choice Estimation of Agricultural Land Use," TSE Working Papers 14-526, Toulouse School of Economics (TSE).
  46. Aguirregabiria, Victor & Mira, Pedro, 2010. "Dynamic discrete choice structural models: A survey," Journal of Econometrics, Elsevier, vol. 156(1), pages 38-67, May.
  47. 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 (QME), Springer, vol. 12(4), pages 331-377, December.
  48. Victor Aguirregabiria & Mathieu Marcoux, 2021. "Imposing equilibrium restrictions in the estimation of dynamic discrete games," Quantitative Economics, Econometric Society, vol. 12(4), pages 1223-1271, November.
  49. Gaynor, Martin & Town, Robert J., 2011. "Competition in Health Care Markets," Handbook of Health Economics, in: Mark V. Pauly & Thomas G. Mcguire & Pedro P. Barros (ed.), Handbook of Health Economics, volume 2, chapter 0, pages 499-637, Elsevier.
  50. Yao Luo & Peijun Sang, 2022. "Penalized Sieve Estimation of Structural Models," Papers 2204.13488, arXiv.org.
  51. Victor Aguirregabiria & Margaret Slade, 2017. "Empirical models of firms and industries," Canadian Journal of Economics, Canadian Economics Association, vol. 50(5), pages 1445-1488, December.
  52. Song Yao & Carl F. Mela, 2008. "A Dynamic Model of Sponsored Search Advertising," Working Papers 08-16, NET Institute, revised Sep 2008.
  53. An-Hsiang Liu & Ralph Siebert, 2020. "The Competitive Effects of Declining Entry Costs over Time: Evidence from the Static Random Access Memory Market," CESifo Working Paper Series 8552, CESifo.
  54. Khai Xiang Chiong & Alfred Galichon & Matt Shum, 2021. "Duality in dynamic discrete-choice models," Papers 2102.06076, arXiv.org, revised Feb 2021.
  55. Yue Liu & Rong Luo, 2023. "Network Effects and Multinetwork Sellers’ Dynamic Pricing in the U.S. Smartphone Market," Management Science, INFORMS, vol. 69(6), pages 3297-3318, June.
  56. Hiroyuki Kasahara & Katsumi Shimotsu, 2012. "Sequential Estimation of Structural Models With a Fixed Point Constraint," Econometrica, Econometric Society, vol. 80(5), pages 2303-2319, September.
  57. 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.
  58. Luo, Yao & Xiao, Ping & Xiao, Ruli, 2022. "Identification of dynamic games with unobserved heterogeneity and multiple equilibria," Journal of Econometrics, Elsevier, vol. 226(2), pages 343-367.
  59. Yingyao Hu & Zhongjian Lin, 2018. "Misclassification and the hidden silent rivalry," CeMMAP working papers CWP12/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  60. Hanming Fang & Yang Wang, 2015. "Estimating Dynamic Discrete Choice Models With Hyperbolic Discounting, With An Application To Mammography Decisions," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 56(2), pages 565-596, May.
  61. Karun Adusumilli & Dita Eckardt, 2019. "Temporal-Difference estimation of dynamic discrete choice models," Papers 1912.09509, arXiv.org, revised Dec 2022.
  62. Victor Aguirregabiria & Arvind Magesan, 2013. "Euler Equations for the Estimation of Dynamic Discrete Choice Structural Models," Advances in Econometrics, in: Structural Econometric Models, volume 31, pages 3-44, Emerald Group Publishing Limited.
  63. 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.
  64. Maican, Florin & Orth, ´Matilda, 2013. "Entry Regulations, Product Differentiation and Determinants of Market Structure," Working Paper Series 984, Research Institute of Industrial Economics.
  65. Hu, Yingyao & Shum, Matthew, 2012. "Nonparametric identification of dynamic models with unobserved state variables," Journal of Econometrics, Elsevier, vol. 171(1), pages 32-44.
  66. Mehmet Soytas & Limor Golan & George-Levi Gayle, 2014. "What Accounts for the Racial Gap in Time Allocation and Intergenerational Transmission of Human Capital?," 2014 Meeting Papers 83, Society for Economic Dynamics.
  67. Ulrich Doraszelski & Mark Satterthwaite, 2010. "Computable Markov‐perfect industry dynamics," RAND Journal of Economics, RAND Corporation, vol. 41(2), pages 215-243, June.
  68. 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 1851, Cowles Foundation for Research in Economics, Yale University, revised Sep 2012.
  69. 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 (QME), Springer, vol. 11(1), pages 83-116, March.
  70. Myrto Kalouptsidi & Paul T. Scott & Eduardo Souza-Rodrigues, 2015. "Identification of Counterfactuals and Payoffs in Dynamic Discrete Choice with an Application to Land Use," Working Papers tecipa-546, University of Toronto, Department of Economics.
  71. Abbring, Jaap & Campbell, J.R. & Tilly, J. & Yang, N., 2018. "Very Simple Markov-Perfect Industry Dynamics (revision of 2017-021) : Empirics," Other publications TiSEM 3a12f099-900b-44ac-b692-a, Tilburg University, School of Economics and Management.
  72. Aradillas-Lopez, Andres, 2010. "Semiparametric estimation of a simultaneous game with incomplete information," Journal of Econometrics, Elsevier, vol. 157(2), pages 409-431, August.
  73. Arcidiacono, Peter & Miller, Robert A., 2020. "Identifying dynamic discrete choice models off short panels," Journal of Econometrics, Elsevier, vol. 215(2), pages 473-485.
  74. 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.
  75. Jean-Pierre H. Dubé & Günter J. Hitsch & Pradeep K. Chintagunta, 2010. "Tipping and Concentration in Markets with Indirect Network Effects," Marketing Science, INFORMS, vol. 29(2), pages 216-249, 03-04.
  76. José‐Antonio Espín‐Sánchez & Álvaro Parra & Yuzhou Wang, 2023. "Equilibrium uniqueness in entry games with private information," RAND Journal of Economics, RAND Corporation, vol. 54(3), pages 512-540, September.
  77. Srisuma, Sorawoot & Linton, Oliver, 2012. "Semiparametric estimation of Markov decision processes with continuous state space," Journal of Econometrics, Elsevier, vol. 166(2), pages 320-341.
  78. Allan Collard-Wexler, 2010. "Productivity Dispersion and Plant Selection in the Ready-Mix Concrete Industry," 2010 Meeting Papers 105, Society for Economic Dynamics.
  79. Kyle Wilson, 2016. "Does Public Competition Crowd Out Private Investment? Evidence from Municipal Provision of Internet Access," Working Papers 16-16, NET Institute.
  80. Jos'-Antonio Esp'n-S'nchez & 'lvaro Parra, 2018. "Entry Games under Private Information," Cowles Foundation Discussion Papers 2126, Cowles Foundation for Research in Economics, Yale University.
  81. Kalouptsidi, Myrto & Scott, Paul T. & Souza-Rodrigues, Eduardo, 2018. "Linear IV Regression Estimators for Structural Dynamic Discrete Choice Models," CEPR Discussion Papers 13240, C.E.P.R. Discussion Papers.
  82. Khai Chiong & Alfred Galichon & Matt Shum, 2015. "Duality in Dynamic Discrete Choice Models," Post-Print hal-03568184, HAL.
  83. Hünermund, Paul & Schmidt-Dengler, Philipp & Takahashi, Yuya, 2014. "Entry and shakeout in dynamic oligopoly," ZEW Discussion Papers 14-116, ZEW - Leibniz Centre for European Economic Research.
  84. 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 University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
  85. Otero, Karina V., 2016. "Nonparametric identification of dynamic multinomial choice games: unknown payoffs and shocks without interchangeability," MPRA Paper 86784, University Library of Munich, Germany.
  86. Michele Fioretti & Alexander Vostroknutov & Giorgio Coricelli, 2022. "Dynamic Regret Avoidance," American Economic Journal: Microeconomics, American Economic Association, vol. 14(1), pages 70-93, February.
  87. 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.
  88. Hu, Yingyao, 2017. "The Econometrics of Unobservables -- Latent Variable and Measurement Error Models and Their Applications in Empirical Industrial Organization and Labor Economics [The Econometrics of Unobservables]," Economics Working Paper Archive 64578, The Johns Hopkins University,Department of Economics, revised 2021.
  89. Doraszelski, Ulrich & Kryukov, Yaroslav & Borkovsky, Ron N., 2009. "A Dynamic Quality Ladder Model with Entry and Exit: Exploring the Equilibrium Correspondence Using the Homotopy Method," CEPR Discussion Papers 7560, C.E.P.R. Discussion Papers.
  90. A. Norets & X. Tang, 2014. "Semiparametric Inference in Dynamic Binary Choice Models," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 81(3), pages 1229-1262.
  91. Jose-Alberto Guerra & Myra Mohnen, 2022. "Multinomial Choice with Social Interactions: Occupations in Victorian London," The Review of Economics and Statistics, MIT Press, vol. 104(4), pages 736-747, October.
  92. Andrew Sweeting, 2009. "The strategic timing incentives of commercial radio stations: An empirical analysis using multiple equilibria," RAND Journal of Economics, RAND Corporation, vol. 40(4), pages 710-742, December.
  93. Février, Philippe & Wilner, Lionel, 2016. "Do consumers correctly expect price reductions? Testing dynamic behavior," International Journal of Industrial Organization, Elsevier, vol. 44(C), pages 25-40.
  94. Patrick Bajari & Victor Chernozhukov & Han Hong & Denis Nekipelov, 2015. "Identification and Efficient Semiparametric Estimation of a Dynamic Discrete Game," NBER Working Papers 21125, National Bureau of Economic Research, Inc.
  95. Áureo de Paula, 2013. "Econometric Analysis of Games with Multiple Equilibria," Annual Review of Economics, Annual Reviews, vol. 5(1), pages 107-131, May.
  96. 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.
  97. Michele Fioretti & Alexander Vostroknutov & Giorgio Coricelli, 2022. "Dynamic Regret Avoidance," SciencePo Working papers hal-03562318, HAL.
  98. Victor Aguirregabiria & Arvind Magesan, 2020. "Identification and Estimation of Dynamic Games When Players’ Beliefs Are Not in Equilibrium," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 87(2), pages 582-625.
  99. Federico A. Bugni & Jackson Bunting & Takuya Ura, 2020. "Testing homogeneity in dynamic discrete games in finite samples," Papers 2010.02297, arXiv.org, revised Aug 2024.
  100. Paul B. Ellickson & Sanjog Misra, 2011. "Structural Workshop Paper --Estimating Discrete Games," Marketing Science, INFORMS, vol. 30(6), pages 997-1010, November.
  101. Carlos Daniel Santos, 2009. "Recovering the Sunk Costs of R&D: the Moulds Industry Case," CEP Discussion Papers dp0958, Centre for Economic Performance, LSE.
  102. 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.
  103. Rongyu Wang, 2024. "Strategic Entry with Correlated Private Information," Journal of Interdisciplinary Economics, , vol. 36(2), pages 133-165, July.
  104. Aguirregabiria, Victor & Magesan, Arvind, 2013. "Euler Equations for the Estimation of Dynamic Discrete Choice Structural," MPRA Paper 46056, University Library of Munich, Germany.
  105. 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 (QME), Springer, vol. 11(1), pages 83-116, March.
  106. Lauren Chenarides & Metin Çakır & Timothy J. Richards, 2024. "Dynamic model of entry: Dollar stores," American Journal of Agricultural Economics, John Wiley & Sons, vol. 106(2), pages 852-882, March.
  107. 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.
  108. Myrto Kalouptsidi & Paul T. Scott & Eduardo Souza‐Rodrigues, 2021. "Identification of counterfactuals in dynamic discrete choice models," Quantitative Economics, Econometric Society, vol. 12(2), pages 351-403, May.
  109. Schutz, Nicolas & Cullen, Joseph & Shcherbakov, Oleksandr, 2020. "The Welfare Effects of Early Termination Fees in the US Wireless Industry," CEPR Discussion Papers 15506, C.E.P.R. Discussion Papers.
  110. Wang, Jin, 2021. "Do birds of a feather flock together? Platform’s quality screening and end-users’ choices theory and empirical study of online trading platforms," International Journal of Industrial Organization, Elsevier, vol. 75(C).
  111. Ying Fan & Mo Xiao, 2015. "Competition and subsidies in the deregulated US local telephone industry," RAND Journal of Economics, RAND Corporation, vol. 46(4), pages 751-776, October.
  112. Yoon, Jangsu, 2024. "Identification and estimation of sequential games of incomplete information with multiple equilibria," Journal of Econometrics, Elsevier, vol. 238(2).
  113. Komarova, Tatiana & Sanches, Fábio Adriano & Silva Junior, Daniel & Srisuma, Sorawoot, 2018. "Joint analysis of the discount factor and payoff parameters in dynamic discrete choice games," LSE Research Online Documents on Economics 86858, London School of Economics and Political Science, LSE Library.
  114. Evgeny Yakovlev, 2016. "Demand for Alcohol Consumption and Implication for Mortality: Evidence from Russia," Working Papers w0221, New Economic School (NES).
  115. Pesendorfer, Martin & Gentry, Matthew, 2018. "Price Reference Effects in Consumer Demand," CEPR Discussion Papers 13382, C.E.P.R. Discussion Papers.
  116. Yu Zheng & Juan Pantano, 2012. "Using Subjective Expectations Data to Allow for Unobserved Heterogeneity in Hotz-Miller Estimation Strategies," 2012 Meeting Papers 940, Society for Economic Dynamics.
  117. Daniel Ackerberg, 2009. "A new use of importance sampling to reduce computational burden in simulation estimation," Quantitative Marketing and Economics (QME), Springer, vol. 7(4), pages 343-376, December.
  118. Paul B. Ellickson & Stephanie Houghton & Christopher Timmins, 2010. "Estimating Network Economies in Retail Chains: A Revealed Preference Approach," NBER Working Papers 15832, National Bureau of Economic Research, Inc.
  119. 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.
  120. 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.
  121. Jason R. Blevins & Ahmed Khwaja & Nathan Yang, 2018. "Firm Expansion, Size Spillovers, and Market Dominance in Retail Chain Dynamics," Management Science, INFORMS, vol. 64(9), pages 4070-4093.
  122. Lin, Zhongjian & Tang, Xun & Yu, Ning Neil, 2021. "Uncovering heterogeneous social effects in binary choices," Journal of Econometrics, Elsevier, vol. 222(2), pages 959-973.
  123. Kalouptsidi, Myrto & Scott, Paul T. & Souza-Rodrigues, Eduardo, 2021. "Linear IV regression estimators for structural dynamic discrete choice models," Journal of Econometrics, Elsevier, vol. 222(1), pages 778-804.
  124. 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.
  125. Ruli Xiao, 2015. "Identification and Estimation of Incomplete Information Games with Multiple Equilibria," CAEPR Working Papers 2015-007, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
  126. Bontemps, Christian & Menezes Bezerra Sampaio, Raquel, 2020. "Entry games for the airline industry," TSE Working Papers 20-1108, Toulouse School of Economics (TSE).
  127. Aradillas-Lopez, Andres, 2012. "Pairwise-difference estimation of incomplete information games," Journal of Econometrics, Elsevier, vol. 168(1), pages 120-140.
  128. Cheng Chou & Geert Ridder & Ruoyao Shi, 2024. "Identification and Estimation of Nonstationary Dynamic Binary Choice Models," Working Papers 202402, University of California at Riverside, Department of Economics.
  129. Boyarchenko, Svetlana & Levendorskiĭ, Sergei, 2014. "Preemption games under Lévy uncertainty," Games and Economic Behavior, Elsevier, vol. 88(C), pages 354-380.
  130. 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.
  131. Haizhen Lin, 2015. "Quality Choice And Market Structure: A Dynamic Analysis Of Nursing Home Oligopolies," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 56(4), pages 1261-1290, November.
  132. Lin, Zhongjian & Hu, Yingyao, 2024. "Binary choice with misclassification and social interactions, with an application to peer effects in attitude," Journal of Econometrics, Elsevier, vol. 238(1).
  133. repec:spo:wpmain:info:hdl:2441/7svo6civd6959qvmn4965cth1d is not listed on IDEAS
  134. Manuel Arellano & Stéphane Bonhomme, 2017. "Nonlinear Panel Data Methods for Dynamic Heterogeneous Agent Models," Working Papers wp2018_1703, CEMFI.
  135. Jaap H. Abbring & Jeffrey R. Campbell & Jan Tilly & Nan Yang, 2018. "Very Simple Markov-Perfect Industry Dynamics: Empirics," Working Paper Series WP-2018-17, Federal Reserve Bank of Chicago.
  136. Kalouptsidi, Myrto & Souza-Rodrigues, Eduardo & Scott, Paul, 2017. "Identification of Counterfactuals in Dynamic Discrete Choice Models," CEPR Discussion Papers 12470, C.E.P.R. Discussion Papers.
  137. Peter Arcidiacono & Robert A. Miller, 2011. "Conditional Choice Probability Estimation of Dynamic Discrete Choice Models With Unobserved Heterogeneity," Econometrica, Econometric Society, vol. 79(6), pages 1823-1867, November.
  138. 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.
  139. Aradillas-López, Andrés, 2021. "Computing semiparametric efficiency bounds in discrete choice models with strategic-interactions and rational expectations," Journal of Econometrics, Elsevier, vol. 221(1), pages 25-42.
  140. 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.
  141. Merlo, Antonio & Tang, Xun, 2019. "New results on the identification of stochastic bargaining models," Journal of Econometrics, Elsevier, vol. 209(1), pages 79-93.
  142. Song Yao & Carl F. Mela, 2011. "A Dynamic Model of Sponsored Search Advertising," Marketing Science, INFORMS, vol. 30(3), pages 447-468, 05-06.
  143. Hiroyuki Kasahara & Katsumi Shimotsu, 2006. "Nonparametric Identification And Estimation Of Finite Mixture Models Of Dynamic Discrete Choices," Working Paper 1092, Economics Department, Queen's University.
  144. Jackson Bunting & Takuya Ura, 2023. "Faster estimation of dynamic discrete choice models using index invertibility," Papers 2304.02171, arXiv.org, revised Jul 2024.
  145. Buchholz, Nicholas & Shum, Matthew & Xu, Haiqing, 2021. "Semiparametric estimation of dynamic discrete choice models," Journal of Econometrics, Elsevier, vol. 223(2), pages 312-327.
  146. Evgeny Yakovlev, 2012. "Peers and Alcohol: Evidence from Russia," Working Papers w0182, Center for Economic and Financial Research (CEFIR).
  147. Blevins, Jason R. & Kim, Minhae, 2024. "Nested Pseudo likelihood estimation of continuous-time dynamic discrete games," Journal of Econometrics, Elsevier, vol. 238(2).
  148. Myrto Kalouptsidi & Paul T. Scott & Eduardo Souza-Rodrigues, 2020. "Linear IV Regression Estimators for Structural Dynamic Discrete Choice Models," Working Papers tecipa-674, University of Toronto, Department of Economics.
  149. 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.
  150. Myrto Kalouptsidi & Paul T. Scott & Eduardo Souza-Rodrigues, 2015. "Identification of Counterfactuals in Dynamic Discrete Choice Models," NBER Working Papers 21527, National Bureau of Economic Research, Inc.
  151. Konan Hara & Yuki Ito & Paul Koh, 2022. "Identification and Estimation of Dynamic Games with Unknown Information Structure," Papers 2205.03706, arXiv.org, revised Oct 2024.
  152. Sumon Datta & K. Sudhir, 2023. "The Agglomeration-Differentiation Tradeoff in Spatial Location Choice," Customer Needs and Solutions, Springer;Institute for Sustainable Innovation and Growth (iSIG), vol. 10(1), pages 1-25, December.
  153. Sasaki, Yuya & Takahashi, Yuya & Xin, Yi & Hu, Yingyao, 2023. "Dynamic discrete choice models with incomplete data: Sharp identification," Journal of Econometrics, Elsevier, vol. 236(1).
  154. repec:hal:spmain:info:hdl:2441/7svo6civd6959qvmn4965cth1d is not listed on IDEAS
  155. Guay, Alain & Pelgrin, Florian, 2023. "Structural VAR models in the Frequency Domain," Journal of Econometrics, Elsevier, vol. 236(1).
  156. Khai Chiong & Alfred Galichon & Matt Shum, 2015. "Duality in Dynamic Discrete Choice Models," SciencePo Working papers Main hal-03568184, HAL.
  157. 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.
  158. Richards, Timothy J. & Chenarides, Lauren & Çakir, Metin, 2022. "Dollar Store Entry," 2022 Annual Meeting, July 31-August 2, Anaheim, California 322100, Agricultural and Applied Economics Association.
  159. Timothy J. Richards & Bradley J. Rickard, 2021. "Dynamic model of beer pricing and buyouts," Agribusiness, John Wiley & Sons, Ltd., vol. 37(4), pages 685-712, October.
  160. 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 (QME), Springer, vol. 10(2), pages 197-229, June.
  161. Erhao Xie, 2018. "Inference in Games Without Nash Equilibrium: An Application to Restaurants, Competition in Opening Hours," Staff Working Papers 18-60, Bank of Canada.
  162. Liu, An-Hsiang & Siebert, Ralph B., 2022. "The competitive effects of declining entry costs over time: Evidence from the static random access memory market," International Journal of Industrial Organization, Elsevier, vol. 80(C).
  163. Mo Xiao & Ying Fan, 2012. "Entry under Subsidy: the Competitive U.S. Local Telephone Industry," 2012 Meeting Papers 374, Society for Economic Dynamics.
  164. Kenkel, Brenton & Signorino, Curtis, 2014. "Estimating Extensive Form Games in R," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 56(i08).
  165. Ruli Xiao, 2016. "Nonparametric Identification of Dynamic Games with Multiple Equilibria and Unobserved Heterogeneity," CAEPR Working Papers 2016-002, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
  166. Myrto Kalouptsidi & Paul T. Scott & Eduardo Souza-Rodrigues, 2018. "Linear IV Regression Estimators for Structural Dynamic Discrete Choice Models," NBER Working Papers 25134, National Bureau of Economic Research, Inc.
  167. Yanfei Wang, 2022. "Competition And Multilevel Technology Adoption: A Dynamic Analysis Of Electronic Medical Records Adoption In U.S. Hospitals," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 63(3), pages 1357-1395, August.
  168. Yingyao Hu & Matthew Shum, 2008. "Identifying Dynamic Games with Serially-Correlated Unobservables," Economics Working Paper Archive 546, The Johns Hopkins University,Department of Economics.
  169. Holger Sieg & Chamna Yoon, 2017. "Estimating Dynamic Games of Electoral Competition to Evaluate Term Limits in US Gubernatorial Elections," American Economic Review, American Economic Association, vol. 107(7), pages 1824-1857, July.
  170. Joachim R. Groeger, 2014. "A Study Of Participation In Dynamic Auctions," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 55(4), pages 1129-1154, November.
  171. Sears, Louis S. & Lin Lawell, C.-Y. Cynthia & Walter, M. Todd, 2020. "Groundwater Under Open Access: A Structural Model of the Dynamic Common Pool Extraction Game," 2020 Annual Meeting, July 26-28, Kansas City, Missouri 304276, Agricultural and Applied Economics Association.
  172. Rabinovich, Elliot & Chenarides, Lauren & Richards, Timothy J., 2024. "Inventory Competition and the Cost of a Stockout," 2024 Annual Meeting, July 28-30, New Orleans, LA 343649, Agricultural and Applied Economics Association.
  173. Koh, Paul S., 2023. "Stable outcomes and information in games: An empirical framework," Journal of Econometrics, Elsevier, vol. 237(1).
  174. Nikhil Agarwal & Itai Ashlagi & Michael A. Rees & Paulo J. Somaini & Daniel C. Waldinger, 2019. "Equilibrium Allocations under Alternative Waitlist Designs: Evidence from Deceased Donor Kidneys," NBER Working Papers 25607, National Bureau of Economic Research, Inc.
  175. Che-Lin Su, 2014. "Estimating discrete-choice games of incomplete information: Simple static examples," Quantitative Marketing and Economics (QME), Springer, vol. 12(2), pages 167-207, June.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.