Ordinary least squares estimation of a dynamic game model

DOI10.1111/IERE.12170MaRDI QIDQ2812317zbMATH OpenOpenAlexFDO

Authors Fabio A. Miessi Sanches, Daniel Junior Silva, Sorawoot Srisuma

Publication date 16 June 2016

Published in International Economic Review (Search for Journal in Brave)

Full work available at URL https://openaccess.city.ac.uk/id/eprint/16624/1/SSS01.pdf

zbMATH Keywords

dynamic game modelGLS estimatorleast squares estimationMonte Carlo experimentpayoff functions

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Dynamic games (91A25) Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24)

Recommendations

• Asymptotic Least Squares Estimators for Dynamic Games
• Sequential Estimation of Dynamic Discrete Games
• Estimating dynamic discrete-choice games of incomplete information
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• Estimating Dynamic Models of Imperfect Competition

Cites work

• A Simulation Estimator for Dynamic Models of Discrete Choice
• Asymptotic Least Squares Estimators for Dynamic Games
• Conditional Choice Probabilities and the Estimation of Dynamic Models
• Dynamic discrete choice structural models: a survey
• Estimating Dynamic Models of Imperfect Competition
• Incomplete Simultaneous Discrete Response Model with Multiple Equilibria
• Large Sample Properties of Generalized Method of Moments Estimators
• Nonparametric identification of dynamic models with unobserved state variables
• Nonparametric Identification of Finite Mixture Models of Dynamic Discrete Choices
• Sequential Estimation of Dynamic Discrete Games
• Sequential estimation of structural models with a fixed point constraint

Cited in

(8)

• Semiparametric estimation of dynamic discrete choice models
• Asymptotic Least Squares Estimators for Dynamic Games
• CLOSED-FORM IDENTIFICATION OF DYNAMIC DISCRETE CHOICE MODELS WITH PROXIES FOR UNOBSERVED STATE VARIABLES
• Joint analysis of the discount factor and payoff parameters in dynamic discrete choice models
• Minimum distance estimators for dynamic games
• Analysis of regression in game theory approach
• Dynamic discrete choice models with incomplete data: sharp identification
• Minimum Distance Estimation of Search Costs Using Price Distribution

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