Pooling data across markets in dynamic Markov games

DOI10.3982/QE612zbMath1396.91023OpenAlexW2556579681MaRDI QIDQ4586267

Martin Pesendorfer, Yuya Takahashi, Taisuke Otsu

Publication date: 12 September 2018

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

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

zbMATH Keywords

hypothesis testingmultiplicity of equilibriadynamic Markov game

Mathematics Subject Classification ID

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

Related Items (5)

ESTIMATION OF (STATIC OR DYNAMIC) GAMES UNDER EQUILIBRIUM MULTIPLICITY ⋮ Empirical framework for two-player repeated games with random states ⋮ Identification and estimation of incomplete information games with multiple equilibria ⋮ 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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