Sequential Estimation of Dynamic Discrete Games

By V. Aguirregabiria, P. Mira. 2004

818 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/405638ca3e2fd55a162d6c66343dc15749160f7d

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Citations in the corpus

A Practical Asymptotic Variance Estimator for Two-Step Semiparametric Estimators (2012, background): “2 For all j = 1; :::; d, (1) E sup 2N0;w2Wn jgj (z; ; w)j 2 const: < 1; (2) there is a nite constant > 0 such that jgj (z; ; w) gj (z; ; w)j U (z; w) k k s for some E supw2Wn jU(z; w)j 2 const: <1.”
Spatial competition with endogenous location choices: An application to discount retailing (2009, unknown): “First, the incomplete information assumption in a static game implies that players are allowed to have ex post regret about their decisions, which naturally leads to dynamic considerations ( Aguirregabiria and Mira 2004; Pakes et al. 2004).”
The Strategic Timing Incentives of Commercial Radio Stations: An Empirical Analysis Using Multiple Equilibria (2009, background): “ΠimT (Xim, σ−imT , (α, βT ))−Πim1(σ−im1, α) ⎞⎟⎟⎟⎟⎟⎠ (3)”
Trucks without Bailouts: Equilibrium Product Characteristics for Commercial Vehicles (2018, methodology): “…a two-step approach introduced by Hotz and Miller (1994), which in effect transferred the burden of solving these problems from the computation to the data (Pesendorfer and Schmidt-Dengler (2008), Aguirregabiria and Mira (2007), Pakes, Ostrovsky, and Berry (2007), Bajari, Benkard and Levin (2007)).”
The Costs of Environmental Regulation in a Concentrated Industry (2012, background): “…distribution of scrap values associated with exiting the market, 1Representative papers in this literature include Bajari, Benkard, and Levin (2007), Aguirregabiria and Mira (2007), Pakes, Ostrovsky, and Berry (2007), and Pesendorfer and Schmidt-Dengler (2008). and the distribution of entry costs.”
Econometric Analysis of Games with Multiple Equilibria (2012, methodology): “In a dynamic context, Aguirregabiria and Mira (2007) for instance introduce game level shocks as a correlated random e↵ect with finite support (in the tradition of Heckman and Singer (1984) for duration models).”
Escalation of Scrutiny: The Gains from Dynamic Enforcement of Environmental Regulations (2018, unknown): “To predict fines, we estimate tobit regressions that further add whether a violation occurred to the regressors in the violation CCP. Finally, to understand plants’ transitions between states, we estimate multinomial logits for T (Ω, e)—which are the transition probabilities from Ω to Ω̃—that condit”
An approximate dynamic programming approach to solving dynamic oligopoly models (2012, methodology): “1 With the introduction of new estimation methods (see Pesendorfer and Schmidt-Dengler (2003), Bajari, Benkard, and Levin (2007), Pakes, Ostrovsky, and Berry (2007), Aguirregabiria and Mira (2007)) this has also become an active area for empirical research.”
PANEL DATA MODELS WITH FINITE NUMBER OF MULTIPLE EQUILIBRIA (2009, background): “Sometimes, it is assumed that all markets in the data choose the same equilibrium, as is done in, e.g., Aguirregabiria and Mira (2004).”
Empirical Models of Entry and Market Structure (2007, background): “A first set of steps in this direction is taken by Aguirregabiria and Mira (2005) , Pakes, Ostrovsky and Berry (2004) and Pesendorfer and Schmidt-Dengler (2004).”