Sequential Estimation of Dynamic Discrete Games: A Comment

Martin Pesendorfer, Philipp Schmidt-Dengler

Publications: Contribution to journalArticlePeer Reviewed

Original languageEnglish
Pages (from-to)833-842
Number of pages10
JournalEconometrica
Volume78
Issue number2
DOIs
Publication statusPublished - Mar 2010

Austrian Fields of Science 2012

  • 502013 Industrial economics
  • 502025 Econometrics

Keywords

  • Dynamic discrete games
  • multiple equilibria
  • pseudo maximum likelihood estimation
  • recursive methods

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