We propose a general two-step estimation method for the structural parameters of popular semiparametric Markovian discrete choice models that include a class of Markovian Games and allow for continuous observable state space. The estimation procedure is simple as it directly generalizes the...

We propose a general two-step estimation method for the structural parameters ofpopular semiparametric Markovian discrete choice models that include a class ofMarkovian Games andallow for continuous observable state space. The estimation procedure is simpleas it directly generalizes the...