Identification and Efficient Semiparametric Estimation of a Dynamic Discrete Game
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https://www.nber.org/papers/w21125
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In this paper, we study the identification and estimation of a dynamic discrete game allowing for discrete or continuous state variables. We first provide a general nonparametric identification result under the imposition of an exclusion restriction on agent payoffs. Next we analyze large sample
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美国国家经济研究局创建时间：
2015-05-01
