Asymptotic Least Squares Estimators for Dynamic Games
By Martin Pesendorfer, Philipp Schmidt-Dengler. 2008
364 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Marketing
View Paper: https://www.semanticscholar.org/paper/a7c3f36dfb17fb083e09abbe6cac5776e3cf81eb
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- Á. D. Paula
- Hiroyuki Kasahara
- Katsumi Shimotsu
- Andrew Sweeting
- Daniel A. Ackerberg
- Andrés Aradillas-López
- Stephen Ryan
- Jinyong Hahn
In Marketing
- Á. D. Paula
- Hiroyuki Kasahara
- Katsumi Shimotsu
- Andrés Aradillas-López
- Andrew Sweeting
- Stephen Ryan
- Philipp Schmidt-Dengler
- Jinyong Hahn
Citations in the corpus
- Dynamic Discrete Choice Structural Models: A Survey (2010, neutral): “Pesendorfer and Schmidt-Dengler (2007) report poor performance of "NPL" estimators in some of their examples.”
- Econometric Analysis of Games with Multiple Equilibria (2012, methodology): “…estimation strategies for dynamic games such as those presented by Aguirregabiria & Mira (2007), Bajari et al. (2007), Pakes et al. (2007), and Pesendorfer & Schmidt-Dengler (2008) adapt well-known procedures for the estimation of single-agent Markov decision problems, such as that by…”
- A Dynamic Oligopoly Game of the US Airline Industry: Estimation and Policy Experiments (2012, neutral): “We summarize and conclude in section 6.”
- Sequential Estimation of Dynamic Discrete Games: A Comment (2010, background): “P i = Ψ(P , θ) (2) = 1− Fα ( −θ · P 3−i )”
- 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.”
- The Strategic Timing Incentives of Commercial Radio Stations: An Empirical Analysis Using Multiple Equilibria (2009, background): “…Identification of Payoff Parameters Given Equilibrium Choice Probabilities Previous studies of identification in discrete choice incomplete information games (BHNK, Pesendorfer and Schmidt-Dengler (2007)) have assumed that the researcher can observe equilibrium strategies for each station (σ∗im).”