On discrete games of infiltration

2006 ◽  
pp. 144-150 ◽  
Author(s):  
John M. Auger
Keyword(s):  
Discrete Games

Identification of Solution Concepts for Discrete Games

2016 ◽  
Author(s):  
Nail Kashaev ◽  
Bruno Salcedo
Keyword(s):  
Solution Concepts ◽  
Discrete Games

scholarly journals Imposing equilibrium restrictions in the estimation of dynamic discrete games

2021 ◽  
Vol 12 (4) ◽  
pp. 1223-1271 ◽  
Author(s):  
Victor Aguirregabiria ◽  
Mathieu Marcoux
Keyword(s):  
Fixed Point ◽  
Local Convergence ◽  
Asymptotic Properties ◽  
Estimation Algorithms ◽  
Finite Samples ◽  
Spectral Algorithm ◽  
Discrete Games ◽  
Dynamic Discrete Games ◽  
Present Simulation ◽  
Theoretical Results

Imposing equilibrium restrictions provides substantial gains in the estimation of dynamic discrete games. Estimation algorithms imposing these restrictions have different merits and limitations. Algorithms that guarantee local convergence typically require the approximation of high‐dimensional Jacobians. Alternatively, the Nested Pseudo‐Likelihood (NPL) algorithm is a fixed‐point iterative procedure, which avoids the computation of these matrices, but—in games—may fail to converge to the consistent NPL estimator. In order to better capture the effect of iterating the NPL algorithm in finite samples, we study the asymptotic properties of this algorithm for data generating processes that are in a neighborhood of the NPL fixed‐point stability threshold. We find that there are always samples for which the algorithm fails to converge, and this introduces a selection bias. We also propose a spectral algorithm to compute the NPL estimator. This algorithm satisfies local convergence and avoids the approximation of Jacobian matrices. We present simulation evidence and an empirical application illustrating our theoretical results and the good properties of the spectral algorithm.

Player information in discrete games

Cybernetics ◽  
1980 ◽  
Vol 15 (5) ◽  
pp. 741-745
Author(s):  
A. A. Chikrii ◽  
G. Ts. Chikrii
Keyword(s):  
Discrete Games

scholarly journals Sequential Estimation of Dynamic Discrete Games

2006 ◽  
Author(s):  
Victor Aguirregabiria ◽  
Pedro Mira
Keyword(s):  
Sequential Estimation ◽  
Discrete Games ◽  
Dynamic Discrete Games

New results on a Ruckle problem in discrete games of ambush

2001 ◽  
Vol 48 (1) ◽  
pp. 98-106 ◽  
Author(s):  
Noem� Zoroa ◽  
Procopio Zoroa ◽  
Jos� Fern�ndez-S�ez
Keyword(s):  
Discrete Games

On the non-identification of counterfactuals in dynamic discrete games

2017 ◽  
Vol 50 ◽  
pp. 362-371 ◽  
Author(s):  
Myrto Kalouptsidi ◽  
Paul T. Scott ◽  
Eduardo Souza-Rodrigues
Keyword(s):  
Discrete Games ◽  
Dynamic Discrete Games

Sequential Estimation of Dynamic Discrete Games: A Comment

Econometrica ◽  
2010 ◽  
Vol 78 (2) ◽  
pp. 833-842 ◽  
Keyword(s):  
Sequential Estimation ◽  
Discrete Games ◽  
Dynamic Discrete Games
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