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  • Search: subject:"Dynamic Markov game"
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Year of publication
Subject
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Dynamic Markov Game 3 Dynamic game 3 Dynamisches Spiel 3 Estimation 3 Multiplicity of Equilibria 3 Oligopol 3 Oligopoly 3 Schätzung 3 Statistical test 3 Statistischer Test 3 Testing 3 Cement industry 2 Dynamic Markov game 2 Dynamic equilibrium 2 Dynamisches Gleichgewicht 2 Markov chain 2 Markov-Kette 2 Theorie 2 Theory 2 Zementindustrie 2 multiplicity of equilibria 2 Equilibrium theory 1 Estimation theory 1 Gleichgewichtstheorie 1 Hypothesis testing 1 Multiplicity of equilibria 1 Poolability 1 Schätztheorie 1 USA 1 United States 1 dynamic markov game 1 hypothesis testing 1 poolability 1
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Online availability
All
Free 6
Type of publication
All
Book / Working Paper 5 Article 1
Type of publication (narrower categories)
All
Graue Literatur 2 Non-commercial literature 2 Working Paper 2 Arbeitspapier 1 Article in journal 1 Aufsatz in Zeitschrift 1
Language
All
English 4 Undetermined 2
Author
All
Otsu, Taisuke 6 Pesendorfer, Martin 6 Takahashi, Yuya 5
Institution
All
Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
All
Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 1 Discussion papers / Governance and the Efficiency of Economic Systems 1 Econometrics papers 1 Quantitative economics : QE ; journal of the Econometric Society 1 SFB/TR 15 Discussion Paper 1 STICERD - Econometrics Paper Series 1
Source
All
ECONIS (ZBW) 3 RePEc 2 EconStor 1
Showing 1 - 6 of 6
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Equilibrium multiplicity in dynamic games : testing and estimation
Otsu, Taisuke; Pesendorfer, Martin - 2021
Persistent link: https://www.econbiz.de/10012806697
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Pooling data across markets in dynamic Markov games
Otsu, Taisuke; Pesendorfer, Martin; Takahashi, Yuya - In: Quantitative economics : QE ; journal of the … 7 (2016) 2, pp. 523-559
This paper proposes several statistical tests for finite state Markov games to ex- amine whether data from distinct markets can be pooled. We formulate homo- geneity tests of (i) the conditional choice and state transition probabilities, (ii) the steady-state distribution, and (iii) the...
Persistent link: https://www.econbiz.de/10011800640
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Pooling data across markets in dynamic Markov games
Otsu, Taisuke; Pesendorfer, Martin; Takahashi, Yuya - Suntory and Toyota International Centres for Economics … - 2015
This paper proposes several statistical tests for finite state Markov games to examine the null hypothesis that data from distinct markets can be pooled. We formulate tests of (i) the conditional choice and state transition probabilities, (ii) the steady-state distribution, and (iii) the...
Persistent link: https://www.econbiz.de/10011201565
Saved in:
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Testing for Equilibrium Multiplicity in Dynamic Markov Games
Otsu, Taisuke; Pesendorfer, Martin; Takahashi, Yuya - 2013
This paper proposes several statistical tests for finite state Markov games to examine the null hypothesis that the data are generated from a single equilibrium. We formulate tests of (i) the conditional choice probabilities, (ii) the steady-state distribution of states and (iii) the conditional...
Persistent link: https://www.econbiz.de/10010333866
Saved in:
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Testing for Equilibrium Multiplicity in Dynamic Markov Games
Otsu, Taisuke; Pesendorfer, Martin; Takahashi, Yuya - Volkswirtschaftliche Fakultät, … - 2013
This paper proposes several statistical tests for finite state Markov games to examine the null hypothesis that the data are generated from a single equilibrium. We formulate tests of (i) the conditional choice probabilities, (ii) the steady-state distribution of states and (iii) the conditional...
Persistent link: https://www.econbiz.de/10010700470
Saved in:
Cover Image
Testing for equilibrium multiplicity in dynamic Markov games
Otsu, Taisuke; Pesendorfer, Martin; Takahashi, Yuya - 2013
This paper proposes several statistical tests for finite state Markov games to examine the null hypothesis that the data are generated from a single equilibrium. We formulate tests of (i) the conditional choice probabilities, (ii) the steady-state distribution of states and (iii) the conditional...
Persistent link: https://www.econbiz.de/10010199002
Saved in:
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