Equilibrium multiplicity in dynamic games: testing and estimation
Otsu, T.
& Pesendorfer, M.
(2023).
Equilibrium multiplicity in dynamic games: testing and estimation.
Econometrics Journal,
26(1), C26 - C42.
https://doi.org/10.1093/ectj/utac006
This paper surveys the recent literature on dynamic games estimation when there is a concern of equilibrium multiplicity. We focus on the questions of testing for equilibrium multiplicity and estimation in the presence of multiplicity.
| Item Type | Article |
|---|---|
| Copyright holders | © 2022 The Authors |
| Departments | LSE > Academic Departments > Economics |
| DOI | 10.1093/ectj/utac006 |
| Date Deposited | 01 Feb 2022 |
| Acceptance Date | 31 Jan 2022 |
| URI | https://researchonline.lse.ac.uk/id/eprint/113588 |
Explore Further
- C13 - Estimation
- C12 - Hypothesis Testing
- D40 - General
- C73 - Stochastic and Dynamic Games; Evolutionary Games; Repeated Games
- https://www.lse.ac.uk/economics/people/faculty/taisuke-otsu (Author)
- https://www.lse.ac.uk/economics/people/faculty/martin-pesendorfer (Author)
- https://www.scopus.com/pages/publications/85179787870 (Scopus publication)
- https://academic.oup.com/ectj (Official URL)
ORCID: https://orcid.org/0000-0002-2307-143X
ORCID: https://orcid.org/0000-0002-0547-8711
