Estimation of Dynamic Discrete Choice Models in Continuous Time with an Application to Retail Competition

DOI10.1093/restud/rdw012zbMath1405.91097OpenAlexW3124005077MaRDI QIDQ4610802

Paul B. Ellickson, Peter Arcidiacono, Patrick Bayer, Jason R. Blevins

Publication date: 23 January 2019

Published in: The Review of Economic Studies (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/restud/rdw012

zbMATH Keywords

continuous timedynamic discrete choicedynamic discrete games

Mathematics Subject Classification ID

Decision theory (91B06) Auctions, bargaining, bidding and selling, and other market models (91B26) Dynamic games (91A25)

Related Items (4)

Binary choice with misclassification and social interactions, with an application to peer effects in attitude ⋮ Nested pseudo likelihood estimation of continuous-time dynamic discrete games ⋮ Protocol invariance and the timing of decisions in dynamic games ⋮ Optimal adaptive sampling for a symmetric two-state continuous time Markov chain

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