Sequential estimation of dynamic discrete games: A comment

Econometrica

Volumn 78, Issue 2, 2010, Pages 833-842

  Pesendorfer, Martin ^a   Schmidt Dengler, Philipp ^a  

^a LONDON SCHOOL OF ECONOMICS   (United Kingdom)

Author keywords

Dynamic discrete games; Multiple equilibria; Pseudo maximum likelihood estimation; Recursive methods

Indexed keywords

EID: 77954303376     PISSN: 00129682     EISSN: 14680262     Source Type: Journal    
DOI: 10.3982/ECTA7633     Document Type: Article

References (4)

1. Aguirregabiria V, Mira P. Sequential Estimation of Dynamic Discrete Games. Econometrica 2007, 75:1-53.
2. Maynard Smith J. Evolution and the Theory of Games 1982, Cambridge, U.K., Cambridge University Press
3. Pesendorfer M, Schmidt-Dengler P. Asymptotic Least Squares Estimators for Dynamic Games. Review of Economic Studies 2008, 75:901-928.
4. Robbins H. A Remark on Stirling's Formula. American Mathematical Monthly 1955, 62:26-29.