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Minimum distance estimators for dynamic games - MaRDI portal

Minimum distance estimators for dynamic games

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Publication:4645409

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DOI10.3982/QE266zbMath1419.91123MaRDI QIDQ4645409

Sorawoot Srisuma

Publication date: 10 January 2019

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

zbMATH Keywords

dynamic games Markov perfect equilibrium semiparametric estimation with nonsmooth objective functions

Mathematics Subject Classification ID

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

Related Items (1)

Joint analysis of the discount factor and payoff parameters in dynamic discrete choice models

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