Similar Search Results

Computing Markov perfect Nash equilibria : numerical implications of a dynamic differentiated product model

Pakes, Ariel; MacGuire, Paul - 1992

Persistent link: https://www.econbiz.de/10000832001

Stochastic algorithms, symmetric Markov perfect equilibrium, and the "curse" of dimensionality

Pakes, Ariel; MacGuire, Paul - In: Econometrica : journal of the Econometric Society, an … 69 (2001) 5, pp. 1261-1281

Persistent link: https://www.econbiz.de/10001612103

Computing Markov perfect Nash equilibria : numerical implications of a dynamic differentiated product model

Pakes, Ariel; MacGuire, Paul - 1992

Persistent link: https://www.econbiz.de/10000136913

Finite state dynamic games with asymmetric information : a computational framework

Fershtman, Chaim (contributor); Pakes, Ariel (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002243662

Simple estimators for the parameters of discrete dynamic games : with entry/exit examples

Pakes, Ariel (contributor); Ostrovsky, Michael (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002087681

Simple estimators for the parameters of discrete dynamic games (with entry/exit examples)

Pakes, Ariel; Ostrovsky, Michael; Berry, Steven - 2004

Persistent link: https://www.econbiz.de/10002096009

Finite state dynamic games with asymmetric information : a framework for applied work

Fershtman, Chaim; Pakes, Ariel - 2005

Persistent link: https://www.econbiz.de/10002817348

Finite state dynamic games with asymmetric information : a framework for applied work

Fershtman, Chaim (contributor); Pakes, Ariel (contributor) - 2005

Persistent link: https://www.econbiz.de/10002799353

Computing Markov Perfect Nash Equilibria : Numerical Implications of a Dynamic Differentiated Product Model

Pakes, Ariel; MacGuire, Paul - 2021

This paper provides an algorithm for computing Markov Perfect Nash Equilibria (Maskin and Tirole, 1988a and b) for dynamic models that allow for heterogeneity among firms and idiosyncratic (or firm specific) sources of uncertainty. It has two purposes. To illustrate the ability of such models to...

Persistent link: https://www.econbiz.de/10013230623

Dynamic games with asymmetric information : a framework for empirical work

Fershtman, Chaim; Pakes, Ariel - In: The quarterly journal of economics 127 (2012) 4, pp. 1611-1661

Persistent link: https://www.econbiz.de/10009689400