Estimation of Dynamic Discrete Games Using the Nested Pseudo Likelihood Algorithm: Code and Application

This 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.

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Year of publication:	2009-09-15
Authors:	Aguirregabiria, Victor
Institutions:	Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
Subject:	Estimation of Dynamic Games \| Nested Pseudo Likelihood Algorithm \| Program Code

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Extent:	application/pdf
Series:	MPRA Paper.
Type of publication:	Book / Working Paper
Classification:	C13 - Estimation ; C63 - Computational Techniques ; C87 - Econometric Software ; C25 - Discrete Regression and Qualitative Choice Models ; C73 - Stochastic and Dynamic Games
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005089314