Minimum distance estimators for dynamic games

DOI10.3982/QE266MaRDI QIDQ4645409zbMATH OpenFDO

Authors Sorawoot Srisuma

Publication date 10 January 2019

Published in Quantitative Economics (Search for Journal in Brave)

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)

Recommendations

• Asymptotic Least Squares Estimators for Dynamic Games
• A minimax approach to mean field games
• A game theory approach to constrained minimax state estimation
• Minimum Hellinger distance estimation for randomized play the winner design
• Minimal-time mean field games
• Dynamic Games with Incomplete Knowledge in Metric Spaces
• Ordinary least squares estimation of a dynamic game model
• Sequential Estimation of Dynamic Discrete Games
• On the iterated estimation of dynamic discrete choice games
• Estimation of Discrete Games with Weak Assumptions on Information

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
• scientific article; zbMATH DE number 4152183 (Why is no real title available?)
• On the iterated estimation of dynamic discrete choice games

This page was built for publication: Minimum distance estimators for dynamic games

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4645409)