Estimating dynamic discrete-choice games of incomplete information
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Publication:4586189
DOI10.3982/QE430zbMath1396.91033MaRDI QIDQ4586189
Che-Lin Su, Zhenyu Lai, Michael Egesdal
Publication date: 12 September 2018
Published in: Quantitative Economics (Search for Journal in Brave)
constrained optimizationmaximum-likelihood estimatordynamic discrete-choice games of incomplete informationnested pseudo-likelihood estimator
Related Items (3)
Nested pseudo likelihood estimation of continuous-time dynamic discrete games ⋮ Joint analysis of the discount factor and payoff parameters in dynamic discrete choice models ⋮ Identification of dynamic games with unobserved heterogeneity and multiple equilibria
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