On the Iterated Estimation of Dynamic Discrete Choice Games

DOI10.1093/restud/rdaa032zbMath1502.91012arXiv1802.06665OpenAlexW2788559409MaRDI QIDQ5049088

Federico A. Bugni, Jackson Bunting

Publication date: 11 November 2022

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

Full work available at URL: https://arxiv.org/abs/1802.06665

zbMATH Keywords

estimationefficiencyoptimalitydynamic gamesminimum distance estimatorpseudo maximum likelihood estimatordynamic discrete choice problems

Mathematics Subject Classification ID

Dynamic games (91A25) Decision theory for games (91A35)

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