We propose a methodology for estimating preference parameters in matching models. Our estimator applies to repeated observations of matchings among a fixed group of individuals. Our estimator is based on the stability conditions in matching models; we consider both transferable (TU) and...

In this article, we consider the nonparametric identification of Markov dynamic games models in which each firm has its own unobserved state variable, which is persistent over time. This class of models includes most models in the Ericson and Pakes (1995) and Pakes and McGuire (1994) framework....