Minimum distance estimators for dynamic games

DOI10.3982/QE266zbMATH Open1419.91123MaRDI QIDQ4645409FDOQ4645409

Authors: Sorawoot Srisuma 

Publication date: 10 January 2019

Published in: Quantitative Economics (Search for Journal in Brave)

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zbMATH Keywords

Markov perfect equilibriumdynamic gamessemiparametric estimation with nonsmooth objective functions

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Dynamic games (91A25)

Cited In (7)

• Asymptotic Least Squares Estimators for Dynamic Games
• Joint analysis of the discount factor and payoff parameters in dynamic discrete choice models
• Estimating Dynamic Models of Imperfect Competition
• Economic games as estimators
• Ordinary least squares estimation of a dynamic game model
• Title not available (Why is that?)
• On the iterated estimation of dynamic discrete choice games

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