Add to ORKGThis document describes program code for the solution and estimation of dynamic discrete games of incomplete information using the Nested Pseudo Likelihood (NPL) method in Aguirregabiria and Mira (2007). The code is illustrated using a dynamic game of store location by retail chains, and actual data from McDonalds and Burger King.Estimation of Dynamic Games; Nested Pseudo Likelihood Algorithm; Program Code
Empirical investigation of discrete-choice games requires assumptions about payoff functions and pla...
This paper provides a step-by-step guide to estimating discrete choice dynamic programming (DDP) mod...
In this dissertation we propose a conditional pairwise pseudo-likelihood (CPPL) for parameter estima...
This document describes program code for the solution and estimation of dynamic discrete games of in...
This document describes program code for the solution and estimation of dynamic discrete games of in...
This paper studies the estimation of dynamic discrete games of incomplete information. Two main econ...
This paper studies the estimation of dynamic discrete games of incomplete information. Two main econ...
This paper studies the estimation of dynamic discrete games of incomplete informa-tion. Two main eco...
This paper analyzes the higher-order properties of the estimators based on the nested pseudo-likelih...
We investigate the estimation of models of dynamic discrete-choice games of incom-plete information,...
This paper analyzes the higher-order properties of nested pseudo-likelihood (NPL) estimators and the...
Recursive procedures which are based on iterating on the best response mapping have difficulties con...
Recursive procedures which are based on iterating on the best response mapping have difficulties con...
This paper provides a step-by-step guide to estimating infinite horizon discrete choice dynamic prog...
Imposing equilibrium restrictions provides substantial gains in the estimation of dynamic discrete g...
Empirical investigation of discrete-choice games requires assumptions about payoff functions and pla...
This paper provides a step-by-step guide to estimating discrete choice dynamic programming (DDP) mod...
In this dissertation we propose a conditional pairwise pseudo-likelihood (CPPL) for parameter estima...
This document describes program code for the solution and estimation of dynamic discrete games of in...
This document describes program code for the solution and estimation of dynamic discrete games of in...
This paper studies the estimation of dynamic discrete games of incomplete information. Two main econ...
This paper studies the estimation of dynamic discrete games of incomplete information. Two main econ...
This paper studies the estimation of dynamic discrete games of incomplete informa-tion. Two main eco...
This paper analyzes the higher-order properties of the estimators based on the nested pseudo-likelih...
We investigate the estimation of models of dynamic discrete-choice games of incom-plete information,...
This paper analyzes the higher-order properties of nested pseudo-likelihood (NPL) estimators and the...
Recursive procedures which are based on iterating on the best response mapping have difficulties con...
Recursive procedures which are based on iterating on the best response mapping have difficulties con...
This paper provides a step-by-step guide to estimating infinite horizon discrete choice dynamic prog...
Imposing equilibrium restrictions provides substantial gains in the estimation of dynamic discrete g...
Empirical investigation of discrete-choice games requires assumptions about payoff functions and pla...
This paper provides a step-by-step guide to estimating discrete choice dynamic programming (DDP) mod...
In this dissertation we propose a conditional pairwise pseudo-likelihood (CPPL) for parameter estima...