ORDINARY LEAST SQUARES ESTIMATION OF A DYNAMIC GAME MODEL
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Publication:2812317
DOI10.1111/IERE.12170zbMath1404.91033OpenAlexW2342591561MaRDI QIDQ2812317
Sorawoot Srisuma, Fabio Sanches, Daniel Silva Junior
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
Monte Carlo methods (65C05) Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24) Dynamic games (91A25)
Related Items (4)
Dynamic discrete choice models with incomplete data: sharp identification ⋮ 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 ⋮ Semiparametric estimation of dynamic discrete choice models
Cites Work
- Large Sample Properties of Generalized Method of Moments Estimators
- Nonparametric identification of dynamic models with unobserved state variables
- Dynamic discrete choice structural models: a survey
- Sequential Estimation of Structural Models With a Fixed Point Constraint
- Conditional Choice Probabilities and the Estimation of Dynamic Models
- Sequential Estimation of Dynamic Discrete Games
- Asymptotic Least Squares Estimators for Dynamic Games
- Nonparametric Identification of Finite Mixture Models of Dynamic Discrete Choices
- A Simulation Estimator for Dynamic Models of Discrete Choice
- Incomplete Simultaneous Discrete Response Model with Multiple Equilibria
- Estimating Dynamic Models of Imperfect Competition
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