Nested pseudo likelihood estimation of continuous-time dynamic discrete games

DOI10.1016/J.JECONOM.2023.105576arXiv2108.02182OpenAlexW3192105915MaRDI QIDQ6152631

Minhae Kim, Jason R. Blevins

Publication date: 13 February 2024

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2108.02182

zbMATH Keywords

continuous timeentry gamesdynamic discrete choicenested pseudo likelihooddynamic discrete games

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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