Pooling data across markets in dynamic Markov games

DOI10.3982/QE612MaRDI QIDQ4586267zbMATH OpenOpenAlexFDO

Authors Taisuke Otsu, Martin Pesendorfer, Yuya Takahashi

Publication date 12 September 2018

Published in Quantitative Economics (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial 3.0 Unported

Full work available at URL https://doi.org/10.3982/qe612

zbMATH Keywords

dynamic Markov gamehypothesis testingmultiplicity of equilibria

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Stochastic games, stochastic differential games (91A15)

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Cited in

(8)

• Identification and estimation of incomplete information games with multiple equilibria
• Identification of dynamic games with unobserved heterogeneity and multiple equilibria
• Empirical framework for two-player repeated games with random states
• Pooling data for the analysis of dynamic marketing systems
• Joint analysis of the discount factor and payoff parameters in dynamic discrete choice models
• ESTIMATION OF (STATIC OR DYNAMIC) GAMES UNDER EQUILIBRIUM MULTIPLICITY
• Sharp test for equilibrium uniqueness in discrete games with private information and common knowledge unobserved heterogeneity
• Testing homogeneity in dynamic discrete games in finite samples

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