Estimating dynamic discrete‐choice games of incomplete information

M Egesdal, Z Lai, CL Su - Quantitative Economics, 2015 - Wiley Online Library
We investigate the estimation of models of dynamic discrete‐choice games of incomplete
information, formulating the maximum‐likelihood estimation exercise as a constrained …

Identification of discrete choice dynamic programming models with nonparametric distribution of unobservables

LY Chen - Econometric Theory, 2017 - cambridge.org
This paper presents semiparametric identification results for the Rust (1994) class of discrete
choice dynamic programming (DCDP) models. We develop sufficient conditions for …

Identification in discrete Markov decision models

S Srisuma - Econometric Theory, 2015 - cambridge.org
We derive conditions for the identification of the structural parameters in Markov decision
model under the assumptions of Rust (1987, Econometrica 55, 999–1033) when the payoff …

Closed-form identification of dynamic discrete choice models with proxies for unobserved state variables

Y Hu, Y Sasaki - Econometric Theory, 2018 - cambridge.org
Proxies for unobserved skills and technologies are increasingly available in empirical data.
For dynamic discrete choice models of forward-looking agents where a continuous state …

Organização Industrial Empírica II

S uma Notícia, S de Espaço, AD Netto, P Doutorado… - fea.usp.br
Objetivos: Prover ao aluno da pós-graduação uma introdução ao campo da Organização
Industrial empírica, continuando os tópicos abordados em Organização Industrial Empírica I …

[PDF][PDF] Identifying Dynamic Games with Switching Costs

FAM Sanches, DS Junior, S Srisuma - 2014 - sticerd.lse.ac.uk
Most theoretical identification results for dynamic games with discrete choice focus on the
entire payoff functions while taking other primitives as known. In practice, however, empirical …

Essays in Industrial Organization and Microeconomics

MD Egesdal - 2016 - dash.harvard.edu
Chapter 1 provides descriptive evidence of the large variation in spatial clustering across
retail industries, and develops a game-theoretic structural model which can explain this …

[图书][B] Essays in the industrial organization of Internet markets

Z Lai - 2015 - search.proquest.com
Essays in the Industrial Organization of Internet Markets Page 1 Essays in the Industrial
Organization of Internet Markets A dissertation presented by Zhenyu Lai to The Department of …

[PDF][PDF] Dynamic Discrete Choice Models with Proxies for Unobserved Technologies

Y Hu, Y Sasaki - 2014 - econ2.jhu.edu
Firms make forward-looking decisions based on technologies. The true technological states
are not observed by econometricians, but its proxies are often available. For dynamic …

[PDF][PDF] Identifying Dynamic Games with Entry/Exit Decisions

FAM Sanches, DS Junior, S Srisuma - 2014 - epge.fgv.br
We show commonly assumed restrictions imposed on components of the profit functions,
based on past and present entry/exit decisions, allow for a particular arrangement of the …